+41.3%
SYK vs EOSE
-60.2%
+101.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.9% |
| 7D | -12.3% | +14.0% | -26.3% | -12.7% |
| 30D | -22.4% | -5.9% | -16.5% | -22.4% |
| 3M | -12.3% | -34.3% | +21.9% | -11.7% |
| 6M | -24.3% | -37.8% | +13.4% | -24.2% |
| YTD | -22.8% | -65.2% | +42.4% | -21.7% |
| 1Y | -28.8% | -41.9% | +13.1% | -29.8% |
| 3Y | -4.0% | +44.6% | -48.5% | -12.3% |
| 5Y | +3.8% | -69.2% | +73.0% | -9.4% |
| All | +41.3% | -60.2% | +101.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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