+5.0%
SYK vs BRO
+17.9%
-12.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -12.3% | -8.6% | -3.7% | -8.7% |
| 30D | -22.4% | -6.9% | -15.5% | -19.9% |
| 3M | -12.3% | +10.5% | -22.8% | -15.8% |
| 6M | -24.3% | -2.8% | -21.5% | -23.7% |
| YTD | -22.8% | -16.1% | -6.6% | -17.6% |
| 1Y | -28.8% | -27.6% | -1.2% | -19.2% |
| 3Y | -4.0% | -7.3% | +3.3% | -5.3% |
| All | +5.0% | +17.9% | -12.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling