-7.2%
SYK vs BP
+38.8%
-46.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.9% |
| 7D | -12.3% | +5.7% | -18.1% | -12.2% |
| 30D | -22.4% | +8.1% | -30.5% | -22.3% |
| 3M | -12.3% | +8.6% | -20.9% | -12.3% |
| 6M | -24.3% | +18.1% | -42.4% | -24.5% |
| YTD | -22.8% | +37.6% | -60.4% | -23.6% |
| 1Y | -28.8% | +39.4% | -68.2% | -29.7% |
| All | -7.2% | +38.8% | -46.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling