-7.2%
SYK vs BNS
+129.0%
-136.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.1% |
| 7D | -12.3% | -2.2% | -10.1% | -11.8% |
| 30D | -22.4% | +4.5% | -26.9% | -23.3% |
| 3M | -12.3% | +14.9% | -27.2% | -15.7% |
| 6M | -24.3% | +32.5% | -56.8% | -30.3% |
| YTD | -22.8% | +28.6% | -51.4% | -28.5% |
| 1Y | -28.8% | +48.4% | -77.1% | -37.5% |
| All | -7.2% | +129.0% | -136.2% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling