+167.6%
SYK vs BIDU
-49.1%
+216.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -12.3% | -5.2% | -7.1% | -11.6% |
| 30D | -22.4% | -14.5% | -8.0% | -20.9% |
| 3M | -12.3% | -22.9% | +10.5% | -9.5% |
| 6M | -24.3% | -27.8% | +3.5% | -21.6% |
| YTD | -22.8% | -30.7% | +7.9% | -19.9% |
| 1Y | -28.8% | -15.8% | -13.0% | -28.9% |
| 3Y | -4.0% | -33.2% | +29.3% | -2.8% |
| 5Y | +3.8% | -44.8% | +48.6% | +3.4% |
| All | +167.6% | -49.1% | +216.7% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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