+167.6%
SYK vs EOG
+121.2%
+46.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | +1.0% | -13.4% | -12.5% |
| 30D | -22.4% | +2.8% | -25.3% | -23.0% |
| 3M | -12.3% | +5.9% | -18.2% | -13.7% |
| 6M | -24.3% | +17.1% | -41.4% | -27.3% |
| YTD | -22.8% | +43.9% | -66.7% | -29.2% |
| 1Y | -28.8% | +26.9% | -55.7% | -33.0% |
| 3Y | -4.0% | +23.6% | -27.5% | -10.6% |
| 5Y | +3.8% | +178.1% | -174.3% | -24.1% |
| All | +167.6% | +121.2% | +46.3% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling