+11.2%
SYK vs DOCS
-41.2%
+52.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -11.8% | -8.1% | -3.7% | -11.1% |
| 30D | -20.4% | -5.6% | -14.7% | -20.0% |
| 3M | -12.1% | +18.3% | -30.4% | -13.7% |
| 6M | -24.3% | -5.1% | -19.2% | -24.8% |
| YTD | -21.2% | -45.4% | +24.1% | -18.0% |
| 1Y | -29.2% | -65.2% | +36.0% | -23.5% |
| 3Y | -2.1% | +6.6% | -8.7% | -7.2% |
| 5Y | +4.7% | -76.1% | +80.9% | +3.7% |
| All | +11.2% | -41.2% | +52.5% | +10.5% |
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