+22,728.0%
SYK vs BEN
+4,825.3%
+17,902.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.1% |
| 7D | -11.8% | +3.4% | -15.2% | -12.7% |
| 30D | -20.4% | +1.8% | -22.2% | -20.8% |
| 3M | -12.1% | +8.4% | -20.4% | -14.5% |
| 6M | -24.3% | +35.6% | -60.0% | -31.6% |
| YTD | -21.2% | +46.4% | -67.6% | -30.6% |
| 1Y | -29.2% | +46.3% | -75.5% | -37.7% |
| 3Y | -2.1% | +54.6% | -56.7% | -17.5% |
| 5Y | +4.7% | +39.4% | -34.6% | -10.4% |
| 10Y | +178.2% | +57.6% | +120.7% | +115.3% |
| All | +22,728.0% | +4,825.3% | +17,902.7% | +3,820.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling