+22,727.9%
SYK vs BP
+1,388.4%
+21,339.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -11.8% | +4.0% | -15.8% | -12.8% |
| 30D | -20.4% | +7.8% | -28.2% | -22.1% |
| 3M | -12.1% | +8.4% | -20.4% | -14.5% |
| 6M | -24.3% | +15.1% | -39.4% | -28.0% |
| YTD | -21.2% | +36.4% | -57.6% | -28.8% |
| 1Y | -29.2% | +40.9% | -70.1% | -36.7% |
| 3Y | -2.1% | +38.8% | -40.9% | -13.8% |
| 5Y | +4.7% | +141.1% | -136.3% | -23.4% |
| 10Y | +178.2% | +133.9% | +44.3% | +95.2% |
| All | +22,727.9% | +1,388.4% | +21,339.5% | +7,711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling