+7.2%
SYK vs JD
-61.2%
+68.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +1.9% | +2.0% |
| 7D | -9.1% | -4.2% | -4.8% | -8.8% |
| 30D | -20.6% | -14.4% | -6.2% | -19.7% |
| 3M | -9.6% | -3.6% | -6.0% | -9.4% |
| 6M | -19.9% | -0.3% | -19.6% | -19.9% |
| YTD | -21.2% | -2.4% | -18.8% | -21.2% |
| 1Y | -28.4% | -18.5% | -9.9% | -27.5% |
| 3Y | -5.3% | -7.0% | +1.7% | -6.7% |
| All | +7.2% | -61.2% | +68.3% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling