+13.2%
SYK vs ABCL
+185.8%
-172.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -5.0% | -3.3% | -1.7% | -4.9% |
| 30D | +9.9% | -7.1% | +17.1% | +10.1% |
| 3M | -8.9% | +4.7% | -13.7% | -9.2% |
| 6M | +3.1% | +140.9% | -137.8% | +0.9% |
| YTD | -11.1% | +236.0% | -247.1% | -14.3% |
| 1Y | -16.2% | +217.4% | -233.6% | -19.0% |
| 3Y | +13.2% | +188.7% | -175.5% | +8.5% |
| All | +13.2% | +185.8% | -172.7% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling