-99.6%
DFNS vs SYK
-4.2%
-95.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +9.4% | -27.7% | -32.6% |
| 7D | -27.7% | +11.7% | -39.4% | -44.0% |
| 30D | -58.0% | +19.1% | -77.0% | -72.1% |
| 3M | -94.0% | +1.4% | -95.4% | -94.3% |
| 6M | -94.6% | +17.4% | -112.0% | -93.3% |
| YTD | -99.4% | -2.5% | -96.9% | -99.3% |
| 1Y | -99.6% | -5.3% | -94.4% | -99.5% |
| All | -99.6% | -4.2% | -95.5% | -99.5% |
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