+5.0%
SYK vs BB
-27.7%
+32.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.7% |
| 7D | -12.3% | -2.1% | -10.3% | -12.2% |
| 30D | -22.4% | -16.0% | -6.4% | -21.3% |
| 3M | -12.3% | -14.5% | +2.2% | -12.1% |
| 6M | -24.3% | +118.6% | -142.9% | -33.1% |
| YTD | -22.8% | +98.9% | -121.7% | -31.0% |
| 1Y | -28.8% | +99.5% | -128.2% | -36.9% |
| 3Y | -4.0% | +65.4% | -69.3% | -15.5% |
| All | +5.0% | -27.7% | +32.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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