+72.7%
BAC vs SYK
+3.4%
+69.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -0.3% | -12.3% | +12.1% | +4.4% |
| 30D | -1.8% | -22.4% | +20.7% | +7.4% |
| 3M | +15.3% | -12.3% | +27.6% | +19.4% |
| 6M | +30.2% | -24.3% | +54.5% | +42.6% |
| YTD | +15.6% | -22.8% | +38.3% | +25.1% |
| 1Y | +27.5% | -28.8% | +56.2% | +42.6% |
| 3Y | +137.0% | -4.0% | +141.0% | +131.1% |
| All | +72.7% | +3.4% | +69.3% | +54.1% |
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 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