+71.9%
SYK vs ESTC
+23.7%
+48.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -11.8% | -3.3% | -8.4% | -11.4% |
| 30D | -20.4% | +13.4% | -33.8% | -22.2% |
| 3M | -12.1% | +41.3% | -53.4% | -17.1% |
| 6M | -24.3% | +62.6% | -86.9% | -30.6% |
| YTD | -21.2% | +14.8% | -36.0% | -24.2% |
| 1Y | -29.2% | -5.1% | -24.1% | -30.2% |
| 3Y | -2.1% | +11.2% | -13.2% | -11.9% |
| 5Y | +4.7% | -47.0% | +51.7% | +2.6% |
| All | +71.9% | +23.7% | +48.2% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling