+22,282.0%
SYK vs BDX
+5,136.8%
+17,145.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | -12.3% | -5.4% | -6.9% | -10.0% |
| 30D | -22.4% | -2.2% | -20.3% | -21.6% |
| 3M | -12.3% | +20.1% | -32.4% | -18.9% |
| 6M | -24.3% | +9.1% | -33.4% | -27.1% |
| YTD | -22.8% | +17.9% | -40.6% | -28.3% |
| 1Y | -28.8% | +22.1% | -50.8% | -35.0% |
| 3Y | -4.0% | -10.5% | +6.6% | -1.7% |
| 5Y | +3.8% | -2.6% | +6.4% | +2.0% |
| 10Y | +172.8% | +57.5% | +115.3% | +113.9% |
| All | +22,282.0% | +5,136.8% | +17,145.2% | +3,013.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling