-26.2%
SYK vs BIYA
-99.8%
+73.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | -12.3% | -1.3% | -11.0% | -12.3% |
| 30D | -22.4% | -15.9% | -6.5% | -22.5% |
| 3M | -12.3% | -81.2% | +68.9% | -11.9% |
| 6M | -24.3% | -88.2% | +63.9% | -23.3% |
| YTD | -22.8% | -94.1% | +71.4% | -21.4% |
| 1Y | -28.8% | -98.7% | +69.9% | -26.9% |
| All | -26.2% | -99.8% | +73.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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