-7.2%
SYK vs BROS
+57.4%
-64.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.7% |
| 7D | -12.3% | -6.1% | -6.3% | -11.9% |
| 30D | -22.4% | -12.4% | -10.1% | -21.6% |
| 3M | -12.3% | -27.9% | +15.6% | -10.2% |
| 6M | -24.3% | -16.8% | -7.5% | -23.6% |
| YTD | -22.8% | -29.0% | +6.3% | -21.1% |
| 1Y | -28.8% | -33.2% | +4.4% | -27.0% |
| All | -7.2% | +57.4% | -64.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling