+1,664.2%
BMY vs SYK
+22,282.0%
-20,617.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.5% |
| 7D | -6.4% | -12.3% | +6.0% | -3.3% |
| 30D | +0.2% | -22.4% | +22.7% | +6.6% |
| 3M | +16.0% | -12.3% | +28.3% | +19.4% |
| 6M | +8.3% | -24.3% | +32.6% | +15.5% |
| YTD | +22.2% | -22.8% | +44.9% | +29.5% |
| 1Y | +41.7% | -28.8% | +70.5% | +53.0% |
| 3Y | +20.7% | -4.0% | +24.7% | +20.2% |
| 5Y | +23.9% | +3.8% | +20.1% | +19.1% |
| 10Y | +62.9% | +172.8% | -109.9% | +20.2% |
| All | +1,664.2% | +22,282.0% | -20,617.8% | +398.5% |
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