+167.6%
SYK vs BLK
+277.4%
-109.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -12.3% | -5.2% | -7.2% | -9.9% |
| 30D | -22.4% | -7.0% | -15.4% | -19.5% |
| 3M | -12.3% | +5.7% | -18.0% | -15.1% |
| 6M | -24.3% | +11.0% | -35.3% | -28.8% |
| YTD | -22.8% | +0.9% | -23.7% | -24.2% |
| 1Y | -28.8% | -1.6% | -27.2% | -29.5% |
| 3Y | -4.0% | +64.5% | -68.4% | -29.9% |
| 5Y | +3.8% | +30.9% | -27.0% | -15.8% |
| All | +167.6% | +277.4% | -109.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling