+8,546.0%
SYK vs ALB
+2,738.3%
+5,807.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.4% |
| 7D | -12.3% | -7.6% | -4.7% | -11.0% |
| 30D | -22.4% | -5.6% | -16.8% | -21.7% |
| 3M | -12.3% | -16.8% | +4.5% | -9.9% |
| 6M | -24.3% | -26.3% | +2.0% | -21.2% |
| YTD | -22.8% | -13.2% | -9.5% | -23.0% |
| 1Y | -28.8% | +68.8% | -97.6% | -39.1% |
| 3Y | -4.0% | -30.7% | +26.7% | -7.6% |
| 5Y | +3.8% | -46.3% | +50.1% | +1.4% |
| 10Y | +172.8% | +81.7% | +91.1% | +83.9% |
| All | +8,546.0% | +2,738.3% | +5,807.6% | +3,146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling