+167.6%
SYK vs BP
+137.6%
+30.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -12.3% | +5.7% | -18.1% | -13.7% |
| 30D | -22.4% | +8.1% | -30.5% | -24.2% |
| 3M | -12.3% | +8.6% | -20.9% | -14.7% |
| 6M | -24.3% | +18.1% | -42.4% | -28.5% |
| YTD | -22.8% | +37.6% | -60.4% | -30.6% |
| 1Y | -28.8% | +39.4% | -68.2% | -36.4% |
| 3Y | -4.0% | +40.1% | -44.0% | -16.1% |
| 5Y | +3.8% | +141.3% | -137.5% | -27.7% |
| All | +167.6% | +137.6% | +30.0% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling