+5.0%
SYK vs BNY
+256.4%
-251.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -1.1% | -11.3% | -12.0% |
| 30D | -22.4% | +1.4% | -23.9% | -22.9% |
| 3M | -12.3% | +16.8% | -29.1% | -17.7% |
| 6M | -24.3% | +42.0% | -66.3% | -34.3% |
| YTD | -22.8% | +41.9% | -64.7% | -33.3% |
| 1Y | -28.8% | +59.2% | -88.0% | -41.6% |
| 3Y | -4.0% | +290.9% | -294.9% | -47.5% |
| All | +5.0% | +256.4% | -251.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling