-5.3%
SYK vs BNY
+38.8%
-44.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.1% |
| 7D | +7.5% | -1.3% | +8.7% | +7.6% |
| 30D | +20.4% | +3.1% | +17.4% | +20.5% |
| 3M | -0.3% | -6.7% | +6.4% | -0.5% |
| 6M | +14.2% | +12.4% | +1.8% | +13.7% |
| YTD | -3.8% | +29.3% | -33.1% | -4.7% |
| 1Y | -5.3% | +38.1% | -43.4% | -6.9% |
| All | -5.3% | +38.8% | -44.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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