+560.2%
SYK vs BIDU
+1,284.8%
-724.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | -9.1% | -8.1% | -1.0% | -8.0% |
| 30D | -20.6% | -12.8% | -7.8% | -19.2% |
| 3M | -9.6% | -21.3% | +11.7% | -6.9% |
| 6M | -19.9% | -27.0% | +7.1% | -17.1% |
| YTD | -21.2% | -30.0% | +8.9% | -18.4% |
| 1Y | -28.4% | -18.3% | -10.1% | -28.0% |
| 3Y | -5.3% | -33.8% | +28.5% | -4.0% |
| 5Y | +6.0% | -44.3% | +50.3% | +5.3% |
| 10Y | +178.4% | -49.8% | +228.2% | +165.7% |
| All | +560.2% | +1,284.8% | -724.7% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling