+2.9%
NBIS vs SYK
-6.5%
+9.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -1.3% | -13.6% | -15.8% |
| 7D | -30.0% | +7.5% | -37.5% | -26.4% |
| 30D | -51.8% | +20.4% | -72.3% | -45.0% |
| 3M | -45.0% | -0.3% | -44.8% | -43.7% |
| 6M | -31.6% | +14.2% | -45.7% | -24.1% |
| YTD | +43.8% | -3.8% | +47.6% | +49.5% |
| 1Y | +2.9% | -5.3% | +8.2% | +6.7% |
| All | +2.9% | -6.5% | +9.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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