-99.9%
DFNS vs SYK
+52.7%
-152.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | +4.6% | -11.8% | +16.4% | +6.2% |
| 30D | -73.9% | -20.4% | -53.5% | -73.1% |
| 3M | -71.7% | -12.1% | -59.6% | -70.3% |
| 6M | -94.6% | -24.3% | -70.2% | -94.7% |
| YTD | -98.1% | -21.2% | -76.9% | -98.1% |
| 1Y | -98.3% | -29.2% | -69.1% | -98.4% |
| 3Y | -99.9% | -2.1% | -97.8% | -99.9% |
| 5Y | -99.9% | +4.7% | -104.6% | -99.9% |
| All | -99.9% | +52.7% | -152.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling