+4,665.8%
SYK vs DGX
+8,631.6%
-3,965.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.4% |
| 7D | -12.3% | -3.5% | -8.9% | -11.4% |
| 30D | -22.4% | -2.7% | -19.8% | -21.8% |
| 3M | -12.3% | +13.9% | -26.2% | -15.7% |
| 6M | -24.3% | +16.0% | -40.3% | -27.7% |
| YTD | -22.8% | +34.9% | -57.7% | -29.5% |
| 1Y | -28.8% | +30.6% | -59.3% | -34.5% |
| 3Y | -4.0% | +93.0% | -97.0% | -22.0% |
| 5Y | +3.8% | +64.4% | -60.6% | -12.2% |
| 10Y | +172.8% | +248.1% | -75.3% | +83.1% |
| All | +4,665.8% | +8,631.6% | -3,965.8% | +1,487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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