+91.7%
BKNG vs SYK
+3.4%
+88.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -10.7% | -12.3% | +1.7% | -4.4% |
| 30D | -18.1% | -22.4% | +4.3% | -6.8% |
| 3M | +8.5% | -12.3% | +20.9% | +15.4% |
| 6M | -0.1% | -24.3% | +24.3% | +14.3% |
| YTD | -18.2% | -22.8% | +4.5% | -7.9% |
| 1Y | -19.9% | -28.8% | +8.9% | -5.9% |
| 3Y | +41.6% | -4.0% | +45.6% | +36.8% |
| All | +91.7% | +3.4% | +88.3% | +68.0% |
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