+883.5%
BX vs SYK
+420.7%
+462.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -1.4% |
| 7D | -8.9% | -12.3% | +3.4% | 0.0% |
| 30D | -14.8% | -22.4% | +7.7% | +2.4% |
| 3M | +6.9% | -12.3% | +19.3% | +15.5% |
| 6M | +16.3% | -24.3% | +40.6% | +39.3% |
| YTD | -16.1% | -22.8% | +6.7% | -1.6% |
| 1Y | -26.8% | -28.8% | +2.0% | -9.0% |
| 3Y | +22.4% | -4.0% | +26.4% | +18.9% |
| 5Y | +16.0% | +3.8% | +12.2% | +5.3% |
| 10Y | +646.9% | +172.8% | +474.1% | +182.2% |
| All | +883.5% | +420.7% | +462.8% | +91.9% |
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