-29.8%
SYK vs BNS
+48.3%
-78.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -1.9% |
| 7D | -12.3% | -2.2% | -10.1% | -12.4% |
| 30D | -22.4% | +4.5% | -26.9% | -22.3% |
| 3M | -12.3% | +14.9% | -27.2% | -12.1% |
| 6M | -24.3% | +32.5% | -56.8% | -24.0% |
| YTD | -22.8% | +28.6% | -51.4% | -23.3% |
| All | -29.8% | +48.3% | -78.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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