-5.3%
SYK vs ESTC
+1.6%
-6.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.9% | +10.2% | +9.4% |
| 7D | +11.7% | -15.9% | +27.6% | +12.6% |
| 30D | +19.1% | -5.5% | +24.6% | +19.3% |
| 3M | +1.4% | +26.2% | -24.8% | +1.1% |
| 6M | +17.4% | +77.0% | -59.6% | +16.5% |
| YTD | -2.5% | +18.9% | -21.4% | -3.0% |
| 1Y | -5.3% | +1.3% | -6.6% | -6.6% |
| All | -5.3% | +1.6% | -6.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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