+32.0%
SYK vs DOCS
-20.2%
+52.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +17.5% | +7.8% | +9.7% | +16.7% |
| 3M | -3.6% | +20.0% | -23.6% | -5.2% |
| 6M | +14.8% | +26.5% | -11.8% | +11.4% |
| YTD | -6.5% | -25.8% | +19.2% | -5.3% |
| 1Y | -7.5% | -39.5% | +32.0% | -4.6% |
| 3Y | +23.9% | +60.3% | -36.5% | +13.1% |
| 5Y | +24.8% | -57.0% | +81.8% | +19.8% |
| All | +32.0% | -20.2% | +52.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling