+22,814.2%
SYK vs D
+2,361.5%
+20,452.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.0% |
| 7D | -12.9% | +0.8% | -13.7% | -13.2% |
| 30D | -18.5% | -0.7% | -17.7% | -18.3% |
| 3M | -8.1% | +2.1% | -10.2% | -8.8% |
| 6M | -23.8% | +6.8% | -30.6% | -25.9% |
| YTD | -20.9% | +16.5% | -37.5% | -25.7% |
| 1Y | -29.0% | +19.2% | -48.1% | -34.0% |
| 3Y | -1.7% | +61.9% | -63.6% | -20.3% |
| 5Y | +4.0% | +6.5% | -2.6% | -1.8% |
| 10Y | +168.8% | +35.3% | +133.5% | +128.1% |
| All | +22,814.2% | +2,361.5% | +20,452.6% | +5,358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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