-22.3%
SYK vs BDX
+27.3%
-49.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -0.7% |
| 7D | -8.3% | -2.5% | -5.8% | -6.9% |
| 30D | -10.1% | +8.3% | -18.3% | -14.2% |
| 3M | +0.9% | +24.4% | -23.5% | -10.8% |
| 6M | -20.2% | +9.2% | -29.4% | -25.2% |
| YTD | -13.3% | +22.7% | -36.0% | -23.6% |
| 1Y | -22.3% | +25.9% | -48.2% | -32.6% |
| All | -22.3% | +27.3% | -49.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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