+1,395.0%
SYK vs BRKR
+173.2%
+1,221.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -12.3% | -9.8% | -2.5% | -11.1% |
| 30D | -22.4% | -6.1% | -16.4% | -21.9% |
| 3M | -12.3% | -2.4% | -9.9% | -12.8% |
| 6M | -24.3% | +46.7% | -71.0% | -29.4% |
| YTD | -22.8% | +14.0% | -36.7% | -25.5% |
| 1Y | -28.8% | +76.5% | -105.3% | -35.8% |
| 3Y | -4.0% | -11.7% | +7.7% | -6.6% |
| 5Y | +3.8% | -39.3% | +43.2% | +5.4% |
| 10Y | +172.8% | +154.1% | +18.7% | +131.3% |
| All | +1,395.0% | +173.2% | +1,221.8% | +959.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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