+14.6%
SYK vs DOC
-24.5%
+39.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -8.3% | -1.5% | -6.9% | -7.9% |
| 30D | -10.1% | -4.8% | -5.3% | -8.8% |
| 3M | +0.9% | +6.9% | -6.0% | -1.1% |
| 6M | -20.2% | +20.7% | -40.9% | -25.1% |
| YTD | -13.3% | +34.1% | -47.4% | -21.7% |
| 1Y | -22.3% | +22.6% | -45.0% | -27.8% |
| 3Y | +9.7% | +20.8% | -11.1% | +2.2% |
| All | +14.6% | -24.5% | +39.1% | +35.8% |
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