-98.3%
DFNS vs SYK
-28.8%
-69.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +5.7% |
| 7D | -3.3% | -12.3% | +9.0% | +25.2% |
| 30D | -73.1% | -22.4% | -50.7% | -53.1% |
| 3M | -71.4% | -12.3% | -59.0% | -39.9% |
| 6M | -93.8% | -24.3% | -69.5% | -87.4% |
| YTD | -98.0% | -22.8% | -75.3% | -95.9% |
| All | -98.3% | -28.8% | -69.4% | -96.7% |
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