+78.4%
ETN vs SYK
-4.6%
+83.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | +3.0% | -12.3% | +15.4% | +4.5% |
| 30D | -10.9% | -22.4% | +11.5% | -8.1% |
| 3M | +9.2% | -12.3% | +21.6% | +8.9% |
| 6M | +13.9% | -24.3% | +38.2% | +19.8% |
| YTD | +29.5% | -22.8% | +52.3% | +34.5% |
| 1Y | +14.2% | -28.8% | +43.0% | +22.5% |
| All | +78.4% | -4.6% | +83.0% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling