+442.6%
SYK vs BTG
+371.8%
+70.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.8% |
| 7D | -12.3% | -5.5% | -6.9% | -12.1% |
| 30D | -22.4% | +6.1% | -28.5% | -22.6% |
| 3M | -12.3% | +38.6% | -51.0% | -13.6% |
| 6M | -24.3% | +0.7% | -25.0% | -24.6% |
| YTD | -22.8% | +20.3% | -43.1% | -23.7% |
| 1Y | -28.8% | +25.0% | -53.8% | -29.9% |
| 3Y | -4.0% | +97.3% | -101.3% | -7.7% |
| 5Y | +3.8% | +78.3% | -74.5% | -0.2% |
| 10Y | +172.8% | +151.6% | +21.2% | +157.0% |
| All | +442.6% | +371.8% | +70.8% | +435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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