+22,742.0%
SYK vs BHP
+7,619.7%
+15,122.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -9.1% | -3.6% | -5.5% | -8.4% |
| 30D | -20.6% | -1.2% | -19.5% | -20.5% |
| 3M | -9.6% | +1.2% | -10.8% | -10.4% |
| 6M | -19.9% | +21.4% | -41.3% | -24.4% |
| YTD | -21.2% | +50.4% | -71.6% | -29.7% |
| 1Y | -28.4% | +67.5% | -95.9% | -38.0% |
| 3Y | -5.3% | +72.8% | -78.2% | -19.8% |
| 5Y | +6.0% | +112.6% | -106.6% | -16.3% |
| 10Y | +178.4% | +481.7% | -303.3% | +69.6% |
| All | +22,742.0% | +7,619.7% | +15,122.3% | +6,073.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling