+22,282.0%
SYK vs BN
+14,390.7%
+7,891.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | -12.3% | -5.9% | -6.5% | -10.5% |
| 30D | -22.4% | -15.1% | -7.4% | -18.1% |
| 3M | -12.3% | -14.6% | +2.2% | -7.7% |
| 6M | -24.3% | -8.4% | -15.9% | -22.4% |
| YTD | -22.8% | -16.8% | -6.0% | -18.6% |
| 1Y | -28.8% | -14.4% | -14.4% | -26.0% |
| 3Y | -4.0% | +70.1% | -74.1% | -22.8% |
| 5Y | +3.8% | +33.5% | -29.7% | -10.5% |
| 10Y | +172.8% | +260.2% | -87.4% | +72.9% |
| All | +22,282.0% | +14,390.7% | +7,891.3% | +6,166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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