+24.6%
SYK vs ALLE
+51.6%
-27.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -5.0% | +3.6% | -8.5% | -6.3% |
| 30D | +9.9% | +25.9% | -15.9% | +0.6% |
| 3M | -8.9% | +15.8% | -24.7% | -14.0% |
| 6M | +3.1% | +48.1% | -45.0% | -11.7% |
| YTD | -11.1% | +22.0% | -33.1% | -18.7% |
| 1Y | -16.2% | +18.0% | -34.2% | -22.3% |
| 3Y | +13.2% | +93.1% | -79.9% | -17.3% |
| All | +24.6% | +51.6% | -27.0% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling