1) ghostride the boat and then jump onto the yacht
2) climb onto this little awning to walk directly to the chopper
3) do not alert the guards like I did here because it turns out they will kill you before you can take off whoooops
One quick way off the roof with minimal damage. Just climb on the little chimney, crouch so Luis is a little easier to control, then walk along the short wall around the roof and drop to the fire escape and from there to the street. This was done on a completed file, but optimally i think you could flag down a cab and get a ride out of the area back to Bulgarin's place. You would have to set a waypoint to do that, though.