+369.5%
ALAB vs SYK
-20.9%
+390.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.5% |
| 7D | -6.2% | -9.1% | +2.9% | -7.0% |
| 30D | -8.7% | -20.6% | +12.0% | -10.8% |
| 3M | -20.7% | -9.6% | -11.1% | -22.9% |
| 6M | +133.5% | -19.9% | +153.4% | +132.9% |
| YTD | +75.1% | -21.2% | +96.2% | +72.9% |
| 1Y | +25.0% | -28.4% | +53.4% | +29.0% |
| All | +369.5% | -20.9% | +390.4% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling