+2,819.9%
SYK vs BB
+251.4%
+2,568.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3M | -12.3% | -14.5% | +2.2% | -11.9% |
| 6M | -24.3% | +118.6% | -142.9% | -30.2% |
| YTD | -22.8% | +98.9% | -121.7% | -28.2% |
| 1Y | -28.8% | +99.5% | -128.2% | -34.1% |
| 3Y | -4.0% | +65.4% | -69.3% | -12.1% |
| 5Y | +3.8% | -27.6% | +31.5% | -0.1% |
| 10Y | +172.8% | -0.4% | +173.2% | +136.3% |
| All | +2,819.9% | +251.4% | +2,568.5% | +2,440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling