-29.8%
SYK vs EOG
+28.1%
-58.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -1.9% |
| 7D | -12.3% | +1.0% | -13.4% | -12.3% |
| 30D | -22.4% | +2.8% | -25.3% | -22.3% |
| 3M | -12.3% | +5.9% | -18.2% | -12.4% |
| 6M | -24.3% | +17.1% | -41.4% | -23.9% |
| YTD | -22.8% | +43.9% | -66.7% | -22.5% |
| All | -29.8% | +28.1% | -58.0% | -29.5% |
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