+5.0%
SYK vs EL
-69.2%
+74.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.5% |
| 7D | -12.3% | -4.4% | -8.0% | -11.6% |
| 30D | -22.4% | +10.3% | -32.7% | -24.0% |
| 3M | -12.3% | +13.4% | -25.7% | -14.7% |
| 6M | -24.3% | +3.1% | -27.4% | -25.4% |
| YTD | -22.8% | -6.9% | -15.8% | -23.1% |
| 1Y | -28.8% | +11.9% | -40.7% | -32.0% |
| 3Y | -4.0% | -33.8% | +29.8% | +0.2% |
| All | +5.0% | -69.2% | +74.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling