-26.9%
SYK vs ADVB
-89.4%
+62.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +5.0% | -0.3% |
| 7D | -11.8% | -13.0% | +1.2% | -11.6% |
| 30D | -20.4% | +7.5% | -27.8% | -20.5% |
| 3M | -12.1% | +129.1% | -141.2% | -14.2% |
| 6M | -24.3% | +71.7% | -96.1% | -26.0% |
| YTD | -21.2% | +45.5% | -66.8% | -22.6% |
| 1Y | -29.2% | -2.7% | -26.4% | -30.0% |
| All | -26.9% | -89.4% | +62.5% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling