+398.3%
SYK vs BND
+75.1%
+323.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -12.3% | -0.9% | -11.4% | -12.1% |
| 30D | -22.4% | -1.0% | -21.5% | -22.3% |
| 3M | -12.3% | -1.2% | -11.1% | -12.1% |
| 6M | -24.3% | -2.0% | -22.3% | -23.9% |
| YTD | -22.8% | -1.2% | -21.6% | -22.5% |
| 1Y | -28.8% | -0.5% | -28.3% | -28.7% |
| 3Y | -4.0% | +12.4% | -16.4% | -5.8% |
| 5Y | +3.8% | -2.5% | +6.3% | +0.4% |
| 10Y | +172.8% | +15.0% | +157.8% | +176.7% |
| All | +398.3% | +75.1% | +323.2% | +433.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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