+19.8%
DDOG vs SYK
-4.2%
+24.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +9.4% | -23.8% | -12.6% |
| 7D | -32.2% | +11.7% | -43.9% | -30.3% |
| 30D | -31.7% | +19.1% | -50.8% | -29.5% |
| 3M | -34.5% | +1.4% | -35.9% | -33.3% |
| 6M | +28.7% | +17.4% | +11.2% | +34.1% |
| YTD | +38.8% | -2.5% | +41.3% | +40.4% |
| 1Y | +19.8% | -5.3% | +25.1% | +19.5% |
| All | +19.8% | -4.2% | +24.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling