+358.7%
ALAB vs SYK
-22.5%
+381.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -5.5% |
| 7D | +0.6% | -12.3% | +12.9% | -0.6% |
| 30D | -8.8% | -22.4% | +13.6% | -11.1% |
| 3M | -14.0% | -12.3% | -1.7% | -16.3% |
| 6M | +144.3% | -24.3% | +168.6% | +144.6% |
| YTD | +71.0% | -22.8% | +93.8% | +68.7% |
| 1Y | +23.5% | -28.8% | +52.3% | +26.0% |
| All | +358.7% | -22.5% | +381.2% | +305.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling