+384.5%
ALAB vs SYK
-21.0%
+405.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +9.6% | -11.8% | +21.4% | +8.3% |
| 30D | -5.3% | -20.4% | +15.1% | -7.5% |
| 3M | -12.0% | -12.1% | 0.0% | -14.0% |
| 6M | +145.7% | -24.3% | +170.1% | +147.5% |
| YTD | +80.7% | -21.2% | +101.9% | +78.4% |
| 1Y | +40.1% | -29.2% | +69.3% | +45.3% |
| All | +384.5% | -21.0% | +405.5% | +328.5% |
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