+26,409.2%
SYK vs DOC
+2,966.0%
+23,443.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.7% |
| 7D | -6.1% | +1.0% | -7.2% | -6.4% |
| 30D | +12.8% | +8.1% | +4.7% | +10.3% |
| 3M | -8.1% | +0.9% | -9.0% | -8.4% |
| 6M | +13.5% | +6.3% | +7.2% | +11.4% |
| YTD | -8.5% | +33.8% | -42.3% | -16.7% |
| 1Y | -11.4% | +21.6% | -33.0% | -17.1% |
| 3Y | +20.0% | +53.4% | -33.4% | +3.4% |
| 5Y | +27.6% | -21.0% | +48.6% | +32.4% |
| 10Y | +222.6% | +22.5% | +200.1% | +188.9% |
| All | +26,409.2% | +2,966.0% | +23,443.2% | +7,935.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling