-28.8%
SYK vs ADVB
+2.9%
-31.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.0% |
| 7D | -12.3% | -5.9% | -6.5% | -12.3% |
| 30D | -22.4% | +13.9% | -36.3% | -22.5% |
| 3M | -12.3% | +127.3% | -139.7% | -13.3% |
| 6M | -24.3% | +77.0% | -101.3% | -24.9% |
| YTD | -22.8% | +51.5% | -74.3% | -22.9% |
| 1Y | -28.8% | -11.3% | -17.5% | -28.6% |
| All | -28.8% | +2.9% | -31.7% | -28.6% |
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