+5.9%
SYK vs BTDR
+15.3%
-9.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.9% |
| 7D | -12.3% | -3.2% | -9.1% | -12.3% |
| 30D | -22.4% | +32.7% | -55.1% | -22.7% |
| 3M | -12.3% | -28.4% | +16.0% | -12.1% |
| 6M | -24.3% | +51.7% | -76.0% | -25.1% |
| YTD | -22.8% | +2.9% | -25.6% | -23.3% |
| 1Y | -28.8% | -15.5% | -13.3% | -29.4% |
| 3Y | -4.0% | 0.0% | -4.0% | -5.7% |
| 5Y | +3.8% | +16.5% | -12.6% | +1.3% |
| All | +5.9% | +15.3% | -9.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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