-14.4%
ETN vs SYK
-6.5%
-7.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.3% | -6.0% | -7.8% |
| 7D | -16.9% | +7.5% | -24.4% | -14.6% |
| 30D | -26.5% | +20.4% | -47.0% | -21.6% |
| 3M | -26.7% | -0.3% | -26.4% | -25.6% |
| 6M | -20.0% | +14.2% | -34.1% | -16.8% |
| YTD | +3.5% | -3.8% | +7.4% | +8.1% |
| 1Y | -14.4% | -5.3% | -9.2% | -11.1% |
| All | -14.4% | -6.5% | -7.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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