-5.3%
SYK vs EOG
+45.9%
-51.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.2% | +14.6% | +8.5% |
| 7D | +11.7% | -8.6% | +20.3% | +10.4% |
| 30D | +19.1% | +2.8% | +16.3% | +18.7% |
| 3M | +1.4% | +3.2% | -1.7% | +1.0% |
| 6M | +17.4% | +5.3% | +12.1% | +16.6% |
| YTD | -2.5% | +44.5% | -47.0% | -2.0% |
| 1Y | -5.3% | +44.2% | -49.5% | -3.9% |
| All | -5.3% | +45.9% | -51.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling