+5.0%
SYK vs BWA
+84.5%
-79.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.6% |
| 3M | -12.3% | -7.6% | -4.7% | -11.2% |
| 6M | -24.3% | +25.0% | -49.3% | -29.0% |
| YTD | -22.8% | +47.0% | -69.7% | -31.3% |
| 1Y | -28.8% | +54.0% | -82.8% | -37.6% |
| 3Y | -4.0% | +70.7% | -74.7% | -19.8% |
| All | +5.0% | +84.5% | -79.5% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling