+934.0%
BE vs SYK
+74.6%
+859.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -2.6% |
| 7D | +9.7% | -12.3% | +22.1% | +19.5% |
| 30D | +22.4% | -22.4% | +44.8% | +45.4% |
| 3M | +10.4% | -12.3% | +22.7% | +12.2% |
| 6M | +67.9% | -24.3% | +92.2% | +90.2% |
| YTD | +197.5% | -22.8% | +220.3% | +227.4% |
| 1Y | +310.6% | -28.8% | +339.3% | +376.3% |
| 3Y | +1,657.2% | -4.0% | +1,661.2% | +1,377.6% |
| 5Y | +1,218.2% | +3.8% | +1,214.3% | +901.4% |
| All | +934.0% | +74.6% | +859.4% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling