-5.3%
SYK vs DOC
+21.8%
-27.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.7% |
| 7D | +11.7% | +8.7% | +3.0% | +9.9% |
| 30D | +19.1% | +7.6% | +11.4% | +17.3% |
| 3M | +1.4% | -5.3% | +6.7% | +2.1% |
| 6M | +17.4% | +27.6% | -10.2% | +14.4% |
| YTD | -2.5% | +32.4% | -34.9% | -6.3% |
| 1Y | -5.3% | +22.9% | -28.2% | -7.0% |
| All | -5.3% | +21.8% | -27.1% | -7.0% |
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