-16.2%
SYK vs ADVB
-72.7%
+56.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.6% | +22.7% | -0.9% |
| 7D | -5.0% | +27.8% | -32.8% | -5.0% |
| 30D | +9.9% | -50.8% | +60.7% | +10.4% |
| 3M | -8.9% | -70.5% | +61.6% | -8.2% |
| 6M | +3.1% | -46.7% | +49.8% | +3.2% |
| YTD | -11.1% | -56.7% | +45.5% | -9.8% |
| 1Y | -16.2% | -71.8% | +55.6% | -12.3% |
| All | -16.2% | -72.7% | +56.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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