-2.6%
BA vs SYK
+2.4%
-5.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | -2.7% | -12.3% | +9.6% | +2.5% |
| 30D | -12.2% | -22.4% | +10.3% | -2.7% |
| 3M | -2.0% | -12.3% | +10.3% | +2.3% |
| 6M | -6.0% | -24.3% | +18.4% | +4.7% |
| YTD | -5.7% | -22.8% | +17.1% | +3.6% |
| 1Y | -10.0% | -28.8% | +18.8% | +2.5% |
| 3Y | -3.1% | -4.0% | +0.9% | -6.1% |
| 5Y | -2.6% | +3.8% | -6.5% | -12.2% |
| All | -2.6% | +2.4% | -5.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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