+120.1%
DRAM vs SYK
-15.2%
+135.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.8% | +11.2% | -4.9% |
| 7D | +11.0% | -12.9% | +23.9% | -1.1% |
| 30D | +20.8% | -18.5% | +39.2% | +1.4% |
| 3M | +1.0% | -8.1% | +9.0% | -1.9% |
| All | +120.1% | -15.2% | +135.3% | +135.4% |
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 · Available span rolling