+295.9%
SYK vs JD
+45.3%
+250.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.1% | -6.8% | -8.6% |
| 7D | -12.9% | -0.8% | -12.1% | -12.8% |
| 30D | -18.5% | -16.0% | -2.4% | -16.8% |
| 3M | -8.1% | -3.2% | -4.9% | -7.8% |
| 6M | -23.8% | +6.1% | -29.8% | -24.5% |
| YTD | -20.9% | -0.1% | -20.8% | -21.2% |
| 1Y | -29.0% | -12.7% | -16.2% | -28.2% |
| 3Y | -1.7% | -6.3% | +4.6% | -4.3% |
| 5Y | +4.0% | -61.3% | +65.3% | +9.2% |
| 10Y | +168.8% | +17.6% | +151.1% | +123.6% |
| All | +295.9% | +45.3% | +250.6% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling