-19.5%
SYK vs ADVB
-88.3%
+68.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -8.3% | -3.8% | -4.6% | -8.3% |
| 30D | -10.1% | +17.6% | -27.6% | -10.4% |
| 3M | +0.9% | +119.1% | -118.2% | -1.3% |
| 6M | -20.2% | +103.4% | -123.6% | -22.3% |
| YTD | -13.3% | +59.8% | -73.1% | -15.0% |
| 1Y | -22.3% | +8.5% | -30.9% | -23.4% |
| All | -19.5% | -88.3% | +68.8% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling