-24.3%
SYK vs APD
+9.3%
-33.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -11.8% | -4.6% | -7.2% | -11.7% |
| 30D | -20.4% | -4.2% | -16.2% | -20.3% |
| 3M | -12.1% | +5.0% | -17.0% | -9.7% |
| 6M | -24.3% | +8.9% | -33.3% | -21.7% |
| All | -24.3% | +9.3% | -33.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 6mo: compounded portfolio wealth divided by compounded APD 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…
6mo analysis · Full analysis span regression · 6 months rolling