-59.4%
NKE vs SYK
-4.6%
-54.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -5.5% | -12.3% | +6.8% | -1.3% |
| 30D | -10.4% | -22.4% | +12.0% | -2.3% |
| 3M | -15.8% | -12.3% | -3.5% | -12.3% |
| 6M | -33.4% | -24.3% | -9.1% | -27.0% |
| YTD | -41.0% | -22.8% | -18.2% | -36.0% |
| 1Y | -49.1% | -28.8% | -20.3% | -42.9% |
| All | -59.4% | -4.6% | -54.8% | -57.0% |
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