+3.8%
SYK vs ABCL
-47.0%
+50.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -1.7% |
| 7D | -12.3% | -9.6% | -2.7% | -11.9% |
| 30D | -22.4% | +7.2% | -29.6% | -22.9% |
| 3M | -12.3% | +105.5% | -117.8% | -16.2% |
| 6M | -24.3% | +193.0% | -217.3% | -29.7% |
| YTD | -22.8% | +205.8% | -228.6% | -28.8% |
| 1Y | -28.8% | +144.4% | -173.2% | -33.8% |
| 3Y | -4.0% | +93.3% | -97.3% | -11.7% |
| 5Y | +3.8% | -44.9% | +48.8% | -0.5% |
| All | +3.8% | -47.0% | +50.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling