-22.3%
SYK vs ECL
+3.0%
-25.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.3% | -2.6% | -5.7% | -7.0% |
| 30D | -10.1% | -2.2% | -7.9% | -9.0% |
| 3M | +0.9% | +10.1% | -9.2% | -3.2% |
| 6M | -20.2% | -5.7% | -14.5% | -17.2% |
| YTD | -13.3% | +7.0% | -20.2% | -16.3% |
| 1Y | -22.3% | +2.7% | -25.0% | -24.1% |
| All | -22.3% | +3.0% | -25.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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