+5.0%
SYK vs BIDU
-44.6%
+49.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -12.3% | -5.2% | -7.1% | -11.8% |
| 30D | -22.4% | -14.5% | -8.0% | -21.3% |
| 3M | -12.3% | -22.9% | +10.5% | -10.4% |
| 6M | -24.3% | -27.8% | +3.5% | -22.4% |
| YTD | -22.8% | -30.7% | +7.9% | -20.8% |
| 1Y | -28.8% | -15.8% | -13.0% | -29.0% |
| 3Y | -4.0% | -33.2% | +29.3% | -3.1% |
| All | +5.0% | -44.6% | +49.6% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling