-5.3%
SYK vs DG
+45.3%
-50.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.5% | +0.9% | +7.1% |
| 7D | +11.7% | +12.3% | -0.5% | +8.5% |
| 30D | +19.1% | +19.3% | -0.2% | +14.0% |
| 3M | +1.4% | +11.9% | -10.4% | -1.5% |
| 6M | +17.4% | +25.0% | -7.5% | +11.5% |
| YTD | -2.5% | +8.7% | -11.3% | -5.5% |
| 1Y | -5.3% | +44.7% | -50.0% | -9.7% |
| All | -5.3% | +45.3% | -50.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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