+27,763.8%
SYK vs DOC
+2,926.9%
+24,836.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +7.5% | +6.2% | +1.3% | +5.7% |
| 30D | +20.4% | +6.5% | +14.0% | +18.3% |
| 3M | -0.3% | -6.2% | +6.0% | +1.5% |
| 6M | +14.2% | +25.6% | -11.4% | +6.1% |
| YTD | -3.8% | +32.1% | -35.9% | -12.1% |
| 1Y | -5.3% | +20.3% | -25.6% | -11.1% |
| 3Y | +25.0% | +42.7% | -17.8% | +9.9% |
| 5Y | +27.9% | -22.2% | +50.1% | +33.4% |
| 10Y | +219.4% | +16.5% | +202.9% | +190.0% |
| All | +27,763.8% | +2,926.9% | +24,836.9% | +8,379.2% |
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