-5.3%
SYK vs BIL
+14.1%
-19.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.0% |
| 7D | -9.1% | +0.1% | -9.1% | -9.1% |
| 30D | -20.6% | +0.3% | -20.9% | -20.5% |
| 3M | -9.6% | +0.9% | -10.5% | -8.8% |
| 6M | -19.9% | +1.8% | -21.7% | -16.8% |
| YTD | -21.2% | +2.5% | -23.7% | -16.4% |
| 1Y | -28.4% | +3.7% | -32.1% | -21.9% |
| 3Y | -5.3% | +14.1% | -19.5% | +51.5% |
| All | -5.3% | +14.1% | -19.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling