+117.7%
DVN vs SYK
+3.4%
+114.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.6% |
| 7D | +2.5% | -12.3% | +14.9% | +6.0% |
| 30D | +10.2% | -22.4% | +32.6% | +17.6% |
| 3M | +8.1% | -12.3% | +20.4% | +10.7% |
| 6M | +15.9% | -24.3% | +40.2% | +23.9% |
| YTD | +38.2% | -22.8% | +61.0% | +46.2% |
| 1Y | +44.5% | -28.8% | +73.3% | +57.3% |
| 3Y | +5.1% | -4.0% | +9.1% | 0.0% |
| All | +117.7% | +3.4% | +114.3% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling