+391.9%
BAC vs SYK
+173.6%
+218.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.8% |
| 7D | -0.3% | -12.3% | +12.1% | +6.4% |
| 30D | -1.8% | -22.4% | +20.7% | +11.5% |
| 3M | +15.3% | -12.3% | +27.6% | +21.2% |
| 6M | +30.2% | -24.3% | +54.5% | +47.3% |
| YTD | +15.6% | -22.8% | +38.3% | +28.7% |
| 1Y | +27.5% | -28.8% | +56.2% | +48.1% |
| 3Y | +137.0% | -4.0% | +141.0% | +128.3% |
| 5Y | +75.6% | +3.8% | +71.7% | +56.4% |
| All | +391.9% | +173.6% | +218.3% | +217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling