+167.6%
SYK vs ADP
+282.5%
-114.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.4% |
| 7D | -12.3% | -5.7% | -6.6% | -9.2% |
| 30D | -22.4% | -1.4% | -21.1% | -21.8% |
| 3M | -12.3% | +16.6% | -28.9% | -19.8% |
| 6M | -24.3% | +24.9% | -49.3% | -34.0% |
| YTD | -22.8% | +5.6% | -28.3% | -25.9% |
| 1Y | -28.8% | -6.0% | -22.7% | -26.9% |
| 3Y | -4.0% | +14.5% | -18.4% | -13.6% |
| 5Y | +3.8% | +47.9% | -44.0% | -21.8% |
| All | +167.6% | +282.5% | -114.9% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling