+26.0%
SYK vs ABCL
-82.1%
+108.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.1% | +1.9% |
| 7D | -9.1% | -4.7% | -4.4% | -8.9% |
| 30D | -20.6% | +5.2% | -25.8% | -20.9% |
| 3M | -9.6% | +106.6% | -116.2% | -12.7% |
| 6M | -19.9% | +198.4% | -218.2% | -24.3% |
| YTD | -21.2% | +218.4% | -239.6% | -26.0% |
| 1Y | -28.4% | +136.2% | -164.6% | -32.1% |
| 3Y | -5.3% | +103.2% | -108.5% | -11.7% |
| 5Y | +6.0% | -42.7% | +48.6% | +1.1% |
| All | +26.0% | -82.1% | +108.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling