-7.2%
SYK vs BEN
+51.0%
-58.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -12.3% | +0.3% | -12.7% | -12.4% |
| 30D | -22.4% | +0.9% | -23.3% | -22.6% |
| 3M | -12.3% | +9.2% | -21.5% | -14.2% |
| 6M | -24.3% | +36.8% | -61.1% | -29.9% |
| YTD | -22.8% | +44.4% | -67.2% | -29.5% |
| 1Y | -28.8% | +45.8% | -74.6% | -35.2% |
| All | -7.2% | +51.0% | -58.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling