+412.9%
SYK vs BR
+1,282.8%
-870.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -6.0% | -6.4% | -9.8% |
| 30D | -22.4% | -0.9% | -21.6% | -22.2% |
| 3M | -12.3% | +16.4% | -28.7% | -18.4% |
| 6M | -24.3% | -8.2% | -16.1% | -21.9% |
| YTD | -22.8% | -23.2% | +0.5% | -14.0% |
| 1Y | -28.8% | -30.9% | +2.1% | -16.7% |
| 3Y | -4.0% | -5.0% | +1.0% | -4.3% |
| 5Y | +3.8% | +8.8% | -4.9% | -3.9% |
| 10Y | +172.8% | +190.1% | -17.3% | +64.8% |
| All | +412.9% | +1,282.8% | -870.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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