-7.2%
SYK vs ALB
-31.4%
+24.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.8% |
| 7D | -12.3% | -7.6% | -4.7% | -12.1% |
| 30D | -22.4% | -5.6% | -16.8% | -22.3% |
| 3M | -12.3% | -16.8% | +4.5% | -11.7% |
| 6M | -24.3% | -26.3% | +2.0% | -23.6% |
| YTD | -22.8% | -13.2% | -9.5% | -23.2% |
| 1Y | -28.8% | +68.8% | -97.6% | -32.8% |
| All | -7.2% | -31.4% | +24.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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