+610.9%
SYK vs BLDR
+361.3%
+249.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.4% |
| 7D | -12.3% | -8.1% | -4.2% | -11.3% |
| 30D | -22.4% | -21.5% | -1.0% | -19.9% |
| 3M | -12.3% | -21.0% | +8.6% | -9.9% |
| 6M | -24.3% | -37.1% | +12.7% | -20.0% |
| YTD | -22.8% | -42.7% | +19.9% | -17.7% |
| 1Y | -28.8% | -58.0% | +29.2% | -21.1% |
| 3Y | -4.0% | -57.8% | +53.9% | +3.7% |
| 5Y | +3.8% | +10.3% | -6.4% | -3.1% |
| 10Y | +172.8% | +367.3% | -194.5% | +104.1% |
| All | +610.9% | +361.3% | +249.6% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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