+167.6%
SYK vs DVA
+187.5%
-19.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -12.3% | -0.2% | -12.1% | -12.3% |
| 30D | -22.4% | +1.7% | -24.1% | -22.8% |
| 3M | -12.3% | -8.7% | -3.7% | -10.9% |
| 6M | -24.3% | +19.7% | -44.0% | -29.3% |
| YTD | -22.8% | +59.6% | -82.4% | -34.3% |
| 1Y | -28.8% | +37.1% | -65.9% | -36.7% |
| 3Y | -4.0% | +89.8% | -93.8% | -25.0% |
| 5Y | +3.8% | +47.4% | -43.5% | -15.0% |
| All | +167.6% | +187.5% | -19.9% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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