+552.6%
SYK vs BAH
+878.1%
-325.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.8% | -1.3% | -10.5% | -11.5% |
| 30D | -20.4% | -6.6% | -13.7% | -19.0% |
| 3M | -12.1% | -7.2% | -4.9% | -10.8% |
| 6M | -24.3% | -10.0% | -14.3% | -23.0% |
| YTD | -21.2% | -12.5% | -8.8% | -20.1% |
| 1Y | -29.2% | -27.9% | -1.3% | -24.8% |
| 3Y | -2.1% | -31.4% | +29.3% | +1.2% |
| 5Y | +4.7% | -3.2% | +8.0% | -4.4% |
| 10Y | +178.2% | +191.5% | -13.2% | +92.0% |
| All | +552.6% | +878.1% | -325.4% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling