-22.3%
SYK vs DOC
+23.9%
-46.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -8.3% | -1.5% | -6.9% | -8.1% |
| 30D | -10.1% | -4.8% | -5.3% | -9.3% |
| 3M | +0.9% | +6.9% | -6.0% | +0.2% |
| 6M | -20.2% | +20.7% | -40.9% | -21.2% |
| YTD | -13.3% | +34.1% | -47.4% | -16.5% |
| 1Y | -22.3% | +22.6% | -45.0% | -23.5% |
| All | -22.3% | +23.9% | -46.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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