+391.6%
SYK vs ALLE
+342.5%
+49.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -5.0% | +3.6% | -8.5% | -6.6% |
| 30D | +9.9% | +25.9% | -15.9% | -1.4% |
| 3M | -8.9% | +15.8% | -24.7% | -15.2% |
| 6M | +3.1% | +48.1% | -45.0% | -14.9% |
| YTD | -11.1% | +22.0% | -33.1% | -20.3% |
| 1Y | -16.2% | +18.0% | -34.2% | -23.7% |
| 3Y | +13.2% | +93.1% | -79.9% | -21.6% |
| 5Y | +23.5% | +52.1% | -28.6% | -5.4% |
| 10Y | +213.3% | +212.0% | +1.3% | +71.2% |
| All | +391.6% | +342.5% | +49.1% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling