+5.0%
SYK vs BAH
+2.2%
+2.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -2.6% |
| 7D | -12.3% | +2.4% | -14.8% | -12.6% |
| 30D | -22.4% | -2.9% | -19.5% | -22.1% |
| 3M | -12.3% | -1.3% | -11.0% | -12.6% |
| 6M | -24.3% | -0.9% | -23.4% | -24.7% |
| YTD | -22.8% | -8.2% | -14.5% | -22.8% |
| 1Y | -28.8% | -24.0% | -4.8% | -26.8% |
| 3Y | -4.0% | -28.1% | +24.1% | -4.9% |
| All | +5.0% | +2.2% | +2.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling