+51.1%
NEM vs SYK
-4.2%
+55.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.4% | +0.5% | +8.5% |
| 7D | +3.7% | +11.7% | -8.0% | +2.3% |
| 30D | +2.0% | +19.1% | -17.1% | +0.3% |
| 3M | +21.1% | +1.4% | +19.7% | +19.7% |
| 6M | +9.5% | +17.4% | -7.9% | +7.6% |
| YTD | +19.1% | -2.5% | +21.6% | +19.8% |
| 1Y | +51.1% | -5.3% | +56.4% | +53.9% |
| All | +51.1% | -4.2% | +55.3% | +53.9% |
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