+22,282.0%
SYK vs ED
+2,205.2%
+20,076.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -12.3% | -1.9% | -10.5% | -11.7% |
| 30D | -22.4% | +0.1% | -22.5% | -22.5% |
| 3M | -12.3% | 0.0% | -12.3% | -12.4% |
| 6M | -24.3% | -2.5% | -21.8% | -23.7% |
| YTD | -22.8% | +10.1% | -32.9% | -25.8% |
| 1Y | -28.8% | +13.6% | -42.4% | -32.5% |
| 3Y | -4.0% | +32.4% | -36.4% | -15.5% |
| 5Y | +3.8% | +69.9% | -66.0% | -17.6% |
| 10Y | +172.8% | +109.2% | +63.6% | +94.7% |
| All | +22,282.0% | +2,205.2% | +20,076.8% | +6,018.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling