+167.6%
SYK vs JD
+20.5%
+147.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -2.6% | -9.7% | -12.0% |
| 30D | -22.4% | -15.4% | -7.1% | -20.9% |
| 3M | -12.3% | -5.0% | -7.3% | -11.9% |
| 6M | -24.3% | +0.9% | -25.2% | -24.6% |
| YTD | -22.8% | -2.5% | -20.3% | -22.8% |
| 1Y | -28.8% | -16.0% | -12.8% | -27.7% |
| 3Y | -4.0% | -8.5% | +4.6% | -6.4% |
| 5Y | +3.8% | -61.8% | +65.6% | +9.9% |
| All | +167.6% | +20.5% | +147.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling