-22.3%
SYK vs ADP
-4.5%
-17.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | -8.3% | -3.4% | -4.9% | -7.3% |
| 30D | -10.1% | +2.8% | -12.8% | -10.8% |
| 3M | +0.9% | +20.9% | -20.0% | -4.4% |
| 6M | -20.2% | +29.9% | -50.1% | -24.9% |
| YTD | -13.3% | +9.6% | -22.9% | -11.5% |
| 1Y | -22.3% | -5.3% | -17.1% | -14.3% |
| All | -22.3% | -4.5% | -17.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling