+1,381.0%
NET vs SYK
+66.6%
+1,314.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -11.9% | -6.8% |
| 7D | -16.4% | +11.7% | -28.1% | -20.9% |
| 30D | -25.8% | +19.1% | -44.9% | -32.1% |
| 3M | -11.5% | +1.4% | -13.0% | -13.0% |
| 6M | +18.9% | +17.4% | +1.5% | +7.2% |
| YTD | +35.2% | -2.5% | +37.8% | +32.3% |
| 1Y | +14.5% | -5.3% | +19.8% | +13.5% |
| 3Y | +313.8% | +26.7% | +287.2% | +243.2% |
| 5Y | +32.6% | +32.6% | 0.0% | +5.5% |
| All | +1,381.0% | +66.6% | +1,314.4% | +1,038.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling