+21,125.4%
ADBE vs SYK
+22,742.0%
-1,616.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.6% |
| 7D | -5.4% | -9.1% | +3.7% | -2.0% |
| 30D | -2.5% | -20.6% | +18.1% | +6.1% |
| 3M | +15.3% | -9.6% | +24.9% | +19.3% |
| 6M | -7.8% | -19.9% | +12.0% | -0.6% |
| YTD | -27.9% | -21.2% | -6.8% | -22.0% |
| 1Y | -28.0% | -28.4% | +0.4% | -19.3% |
| 3Y | -55.3% | -5.3% | -50.0% | -55.2% |
| 5Y | -61.7% | +6.0% | -67.7% | -63.2% |
| 10Y | +153.8% | +178.4% | -24.6% | +72.1% |
| All | +21,125.4% | +22,742.0% | -1,616.6% | +3,332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling