+1,185.3%
SYK vs BNS
+1,476.3%
-291.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.3% |
| 7D | -12.3% | -2.2% | -10.1% | -11.4% |
| 30D | -22.4% | +4.5% | -26.9% | -24.1% |
| 3M | -12.3% | +14.9% | -27.2% | -18.0% |
| 6M | -24.3% | +32.5% | -56.8% | -33.7% |
| YTD | -22.8% | +28.6% | -51.4% | -31.7% |
| 1Y | -28.8% | +48.4% | -77.1% | -41.1% |
| 3Y | -4.0% | +130.8% | -134.8% | -35.9% |
| 5Y | +3.8% | +94.8% | -90.9% | -25.3% |
| 10Y | +172.8% | +184.3% | -11.5% | +64.4% |
| All | +1,185.3% | +1,476.3% | -291.0% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling