-22.3%
SYK vs EOG
+24.8%
-47.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -8.3% | +1.3% | -9.6% | -8.2% |
| 30D | -10.1% | +8.2% | -18.2% | -9.6% |
| 3M | +0.9% | +3.8% | -2.9% | +0.8% |
| 6M | -20.2% | +15.3% | -35.5% | -19.6% |
| YTD | -13.3% | +41.7% | -55.0% | -12.5% |
| 1Y | -22.3% | +23.6% | -45.9% | -22.8% |
| All | -22.3% | +24.8% | -47.1% | -22.8% |
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