+24.5%
ALAB vs SYK
-4.2%
+28.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.4% | -13.8% | +0.9% |
| 7D | -24.9% | +11.7% | -36.6% | -19.3% |
| 30D | -38.4% | +19.1% | -57.5% | -30.9% |
| 3M | -38.3% | +1.4% | -39.7% | -37.5% |
| 6M | +10.9% | +17.4% | -6.5% | +24.5% |
| YTD | +34.2% | -2.5% | +36.7% | +33.4% |
| 1Y | +24.5% | -5.3% | +29.8% | +22.1% |
| All | +24.5% | -4.2% | +28.7% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling