-22.3%
SYK vs DE
+49.4%
-71.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | +10.0% | -18.4% | -9.0% |
| 30D | -10.1% | +13.3% | -23.4% | -10.9% |
| 3M | +0.9% | +17.5% | -16.6% | -0.9% |
| 6M | -20.2% | +13.6% | -33.8% | -21.3% |
| YTD | -13.3% | +49.8% | -63.1% | -21.1% |
| 1Y | -22.3% | +47.9% | -70.2% | -29.5% |
| All | -22.3% | +49.4% | -71.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling