+5,791.2%
SYK vs EL
+1,598.2%
+4,193.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | -11.8% | -2.4% | -9.4% | -11.2% |
| 30D | -20.4% | +13.7% | -34.0% | -23.3% |
| 3M | -12.1% | +14.5% | -26.6% | -15.6% |
| 6M | -24.3% | +7.4% | -31.7% | -26.9% |
| YTD | -21.2% | -4.7% | -16.5% | -22.3% |
| 1Y | -29.2% | +12.9% | -42.1% | -33.7% |
| 3Y | -2.1% | -32.2% | +30.2% | -0.9% |
| 5Y | +4.7% | -68.4% | +73.1% | +30.4% |
| 10Y | +178.2% | +28.3% | +150.0% | +133.2% |
| All | +5,791.2% | +1,598.2% | +4,193.0% | +2,608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling