+48.3%
SYK vs DOW
-15.2%
+63.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -12.3% | -2.4% | -10.0% | -11.8% |
| 30D | -22.4% | -4.1% | -18.4% | -21.7% |
| 3M | -12.3% | -12.4% | +0.1% | -9.5% |
| 6M | -24.3% | -10.6% | -13.7% | -23.7% |
| YTD | -22.8% | +31.1% | -53.8% | -32.0% |
| 1Y | -28.8% | +30.5% | -59.3% | -37.9% |
| 3Y | -4.0% | -34.4% | +30.4% | +3.3% |
| 5Y | +3.8% | -35.5% | +39.3% | +10.5% |
| All | +48.3% | -15.2% | +63.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling