-7.2%
SYK vs ESTC
+7.0%
-14.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.8% |
| 7D | -12.3% | -13.2% | +0.8% | -11.7% |
| 30D | -22.4% | +9.3% | -31.8% | -22.8% |
| 3M | -12.3% | +37.3% | -49.7% | -13.7% |
| 6M | -24.3% | +61.0% | -85.3% | -26.1% |
| YTD | -22.8% | +10.7% | -33.4% | -23.3% |
| 1Y | -28.8% | -7.2% | -21.6% | -28.8% |
| All | -7.2% | +7.0% | -14.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling