-7.2%
SYK vs BAH
-28.1%
+20.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -2.4% |
| 7D | -12.3% | +2.4% | -14.8% | -12.5% |
| 30D | -22.4% | -2.9% | -19.5% | -22.2% |
| 3M | -12.3% | -1.3% | -11.0% | -12.7% |
| 6M | -24.3% | -0.9% | -23.4% | -24.7% |
| YTD | -22.8% | -8.2% | -14.5% | -23.0% |
| 1Y | -28.8% | -24.0% | -4.8% | -27.8% |
| All | -7.2% | -28.1% | +20.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling