-5.3%
SYK vs BP
+35.3%
-40.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.2% | +13.5% | +8.3% |
| 7D | +11.7% | -8.4% | +20.1% | +9.7% |
| 30D | +19.1% | +2.2% | +16.9% | +19.6% |
| 3M | +1.4% | +8.8% | -7.4% | +3.2% |
| 6M | +17.4% | -0.5% | +18.0% | +17.1% |
| YTD | -2.5% | +36.2% | -38.7% | +3.9% |
| 1Y | -5.3% | +36.6% | -41.9% | +2.6% |
| All | -5.3% | +35.3% | -40.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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