+70.7%
NFLX vs SYK
-4.6%
+75.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.6% |
| 7D | -8.1% | -12.3% | +4.3% | -4.2% |
| 30D | +1.6% | -22.4% | +24.1% | +10.1% |
| 3M | -7.3% | -12.3% | +5.0% | -3.4% |
| 6M | -21.6% | -24.3% | +2.7% | -14.8% |
| YTD | -18.9% | -22.8% | +3.8% | -12.7% |
| 1Y | -39.1% | -28.8% | -10.3% | -32.7% |
| All | +70.7% | -4.6% | +75.3% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling