+24.7%
SYK vs DOC
-21.4%
+46.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +11.7% | +6.5% | +5.2% | +9.5% |
| 30D | +18.3% | +9.2% | +9.2% | +15.2% |
| 3M | -3.1% | -2.5% | -0.6% | -2.5% |
| 6M | +12.1% | +7.1% | +5.1% | +9.7% |
| YTD | -6.5% | +33.0% | -39.5% | -15.3% |
| 1Y | -6.9% | +23.3% | -30.1% | -13.5% |
| 3Y | +21.2% | +44.9% | -23.7% | +3.8% |
| All | +24.7% | -21.4% | +46.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling