+167.6%
SYK vs BHP
+498.2%
-330.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -0.4% |
| 7D | -12.3% | -3.7% | -8.6% | -11.4% |
| 30D | -22.4% | -0.8% | -21.6% | -22.4% |
| 3M | -12.3% | +7.6% | -19.9% | -15.0% |
| 6M | -24.3% | +20.8% | -45.1% | -29.8% |
| YTD | -22.8% | +50.8% | -73.5% | -33.8% |
| 1Y | -28.8% | +70.9% | -99.7% | -41.7% |
| 3Y | -4.0% | +78.0% | -82.0% | -24.5% |
| 5Y | +3.8% | +113.1% | -109.2% | -26.5% |
| All | +167.6% | +498.2% | -330.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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