+167.6%
SYK vs BUD
-22.8%
+190.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -12.3% | -3.2% | -9.1% | -11.3% |
| 30D | -22.4% | -3.7% | -18.8% | -21.4% |
| 3M | -12.3% | -4.4% | -7.9% | -11.0% |
| 6M | -24.3% | +7.7% | -32.0% | -26.7% |
| YTD | -22.8% | +23.1% | -45.8% | -29.0% |
| 1Y | -28.8% | +33.6% | -62.4% | -36.6% |
| 3Y | -4.0% | +44.7% | -48.7% | -19.0% |
| 5Y | +3.8% | +44.9% | -41.1% | -13.9% |
| All | +167.6% | -22.8% | +190.4% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling