+22,282.0%
SYK vs ECL
+12,649.2%
+9,632.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -2.6% | -9.7% | -11.3% |
| 30D | -22.4% | -4.6% | -17.9% | -20.9% |
| 3M | -12.3% | +6.0% | -18.3% | -14.4% |
| 6M | -24.3% | -3.0% | -21.4% | -23.5% |
| YTD | -22.8% | +4.0% | -26.8% | -24.2% |
| 1Y | -28.8% | +2.0% | -30.8% | -29.6% |
| 3Y | -4.0% | +53.9% | -57.9% | -20.8% |
| 5Y | +3.8% | +27.1% | -23.3% | -8.3% |
| 10Y | +172.8% | +155.0% | +17.8% | +86.4% |
| All | +22,282.0% | +12,649.2% | +9,632.8% | +5,840.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling