+167.6%
SYK vs BAX
-37.2%
+204.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -12.3% | -5.4% | -6.9% | -10.2% |
| 30D | -22.4% | -12.4% | -10.1% | -18.0% |
| 3M | -12.3% | +19.1% | -31.4% | -18.5% |
| 6M | -24.3% | +38.6% | -62.9% | -34.3% |
| YTD | -22.8% | +26.7% | -49.5% | -31.5% |
| 1Y | -28.8% | +1.0% | -29.8% | -31.0% |
| 3Y | -4.0% | -33.9% | +29.9% | +7.5% |
| 5Y | +3.8% | -67.0% | +70.9% | +69.9% |
| All | +167.6% | -37.2% | +204.7% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling