-29.8%
SYK vs BLK
-1.8%
-28.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -12.3% | -5.2% | -7.2% | -11.1% |
| 30D | -22.4% | -7.0% | -15.4% | -20.9% |
| 3M | -12.3% | +5.7% | -18.0% | -13.2% |
| 6M | -24.3% | +11.0% | -35.3% | -26.2% |
| YTD | -22.8% | +0.9% | -23.7% | -23.6% |
| All | -29.8% | -1.8% | -28.0% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling