+167.6%
SYK vs BG
+171.4%
-3.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -12.3% | +3.7% | -16.1% | -13.2% |
| 30D | -22.4% | +12.3% | -34.8% | -24.7% |
| 3M | -12.3% | -2.2% | -10.1% | -12.3% |
| 6M | -24.3% | +5.3% | -29.6% | -26.0% |
| YTD | -22.8% | +42.4% | -65.2% | -30.4% |
| 1Y | -28.8% | +55.2% | -84.0% | -37.6% |
| 3Y | -4.0% | +21.0% | -24.9% | -11.4% |
| 5Y | +3.8% | +87.1% | -83.3% | -18.9% |
| All | +167.6% | +171.4% | -3.8% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling