+5.0%
SYK vs BIL
+19.4%
-14.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | +0.1% | -12.4% | -12.4% |
| 30D | -22.4% | +0.3% | -22.7% | -22.6% |
| 3M | -12.3% | +0.9% | -13.2% | -12.8% |
| 6M | -24.3% | +1.8% | -26.1% | -24.5% |
| YTD | -22.8% | +2.5% | -25.2% | -22.9% |
| 1Y | -28.8% | +3.7% | -32.5% | -29.3% |
| 3Y | -4.0% | +14.1% | -18.1% | -18.4% |
| All | +5.0% | +19.4% | -14.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling