-24.3%
SYK vs ED
-2.9%
-21.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -11.8% | -0.2% | -11.6% | -11.7% |
| 30D | -20.4% | +1.9% | -22.3% | -21.3% |
| 3M | -12.1% | +1.9% | -13.9% | -12.6% |
| 6M | -24.3% | -2.3% | -22.1% | -25.1% |
| All | -24.3% | -2.9% | -21.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 6mo: compounded portfolio wealth divided by compounded ED 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…
6mo analysis · Full analysis span regression · 6 months rolling