+22,282.0%
SYK vs BRO
+25,589.7%
-3,307.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | -8.6% | -3.7% | -10.5% |
| 30D | -22.4% | -6.9% | -15.5% | -21.2% |
| 3M | -12.3% | +10.5% | -22.8% | -14.1% |
| 6M | -24.3% | -2.8% | -21.5% | -23.9% |
| YTD | -22.8% | -16.1% | -6.6% | -20.0% |
| 1Y | -28.8% | -27.6% | -1.2% | -24.0% |
| 3Y | -4.0% | -7.3% | +3.3% | -3.2% |
| 5Y | +3.8% | +19.0% | -15.1% | -0.8% |
| 10Y | +172.8% | +292.7% | -119.9% | +113.7% |
| All | +22,282.0% | +25,589.7% | -3,307.7% | +13,249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling