+167.6%
SYK vs BWA
+153.1%
+14.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -12.3% | -0.1% | -12.3% | -12.3% |
| 30D | -22.4% | -5.5% | -17.0% | -21.4% |
| 3M | -12.3% | -7.6% | -4.7% | -10.9% |
| 6M | -24.3% | +25.0% | -49.3% | -30.1% |
| YTD | -22.8% | +47.0% | -69.7% | -33.0% |
| 1Y | -28.8% | +54.0% | -82.8% | -39.3% |
| 3Y | -4.0% | +70.7% | -74.7% | -23.1% |
| 5Y | +3.8% | +86.7% | -82.8% | -21.6% |
| All | +167.6% | +153.1% | +14.5% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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