-5.3%
SYK vs DOW
+50.2%
-55.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.6% | +9.1% |
| 7D | +11.7% | -4.2% | +15.9% | +11.5% |
| 30D | +19.1% | +14.7% | +4.4% | +19.6% |
| 3M | +1.4% | +9.1% | -7.6% | +1.6% |
| 6M | +17.4% | -17.7% | +35.1% | +16.0% |
| YTD | -2.5% | +44.6% | -47.2% | -9.4% |
| 1Y | -5.3% | +51.9% | -57.2% | -13.3% |
| All | -5.3% | +50.2% | -55.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling