+29.2%
SYK vs DOCS
-19.3%
+48.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.9% |
| 7D | -6.1% | -4.2% | -2.0% | -5.8% |
| 30D | +12.8% | +8.6% | +4.2% | +12.0% |
| 3M | -8.1% | +27.2% | -35.4% | -10.1% |
| 6M | +13.5% | +26.5% | -13.0% | +10.1% |
| YTD | -8.5% | -25.0% | +16.5% | -7.4% |
| 1Y | -11.4% | -37.0% | +25.6% | -9.0% |
| 3Y | +20.0% | +39.4% | -19.4% | +11.3% |
| 5Y | +27.6% | -56.7% | +84.3% | +22.4% |
| All | +29.2% | -19.3% | +48.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling