-29.8%
SYK vs BP
+40.6%
-70.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.8% |
| 7D | -12.3% | +5.7% | -18.1% | -11.4% |
| 30D | -22.4% | +8.1% | -30.5% | -21.2% |
| 3M | -12.3% | +8.6% | -20.9% | -11.3% |
| 6M | -24.3% | +18.1% | -42.4% | -21.8% |
| YTD | -22.8% | +37.6% | -60.4% | -18.7% |
| All | -29.8% | +40.6% | -70.5% | -26.9% |
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