+178.2%
SYK vs BURL
+188.6%
-10.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +1.0% |
| 7D | -11.8% | -7.0% | -4.8% | -10.4% |
| 30D | -20.4% | -35.6% | +15.3% | -12.6% |
| 3M | -12.1% | -26.3% | +14.2% | -6.4% |
| 6M | -24.3% | -20.7% | -3.7% | -21.1% |
| YTD | -21.2% | -17.2% | -4.0% | -18.9% |
| 1Y | -29.2% | -15.0% | -14.1% | -28.0% |
| 3Y | -2.1% | +53.2% | -55.3% | -17.0% |
| 5Y | +4.7% | -18.7% | +23.4% | +0.8% |
| 10Y | +178.2% | +192.1% | -13.8% | +116.7% |
| All | +178.2% | +188.6% | -10.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BURL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling