+111.0%
DRAM vs SYK
-17.2%
+128.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -3.0% | -6.5% |
| 7D | +4.6% | -12.3% | +16.9% | -6.1% |
| 30D | +15.1% | -22.4% | +37.5% | -7.6% |
| 3M | +2.1% | -12.3% | +14.4% | -4.5% |
| All | +111.0% | -17.2% | +128.2% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling