+29.0%
NFLX vs SYK
+3.4%
+25.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.9% |
| 7D | -8.1% | -12.3% | +4.3% | -2.1% |
| 30D | +1.6% | -22.4% | +24.1% | +14.8% |
| 3M | -7.3% | -12.3% | +5.0% | -1.9% |
| 6M | -21.6% | -24.3% | +2.7% | -11.0% |
| YTD | -18.9% | -22.8% | +3.8% | -9.3% |
| 1Y | -39.1% | -28.8% | -10.3% | -29.1% |
| 3Y | +71.7% | -4.0% | +75.6% | +63.1% |
| All | +29.0% | +3.4% | +25.6% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling