-22.3%
SYK vs BAX
+9.9%
-32.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -8.3% | -1.1% | -7.2% | -8.0% |
| 30D | -10.1% | -5.5% | -4.6% | -8.7% |
| 3M | +0.9% | +33.5% | -32.6% | -5.5% |
| 6M | -20.2% | +35.9% | -56.1% | -25.7% |
| YTD | -13.3% | +35.4% | -48.6% | -20.1% |
| 1Y | -22.3% | +9.8% | -32.1% | -27.1% |
| All | -22.3% | +9.9% | -32.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling