+9,787.1%
SYK vs BWA
+3,394.0%
+6,393.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 6M | -24.3% | +25.0% | -49.3% | -29.5% |
| YTD | -22.8% | +47.0% | -69.7% | -31.8% |
| 1Y | -28.8% | +54.0% | -82.8% | -38.0% |
| 3Y | -4.0% | +70.7% | -74.7% | -20.8% |
| 5Y | +3.8% | +86.7% | -82.8% | -17.7% |
| 10Y | +172.8% | +154.0% | +18.8% | +89.2% |
| All | +9,787.1% | +3,394.0% | +6,393.1% | +2,969.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling