+5,871.1%
NKE vs SYK
+22,282.0%
-16,410.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -5.5% | -12.3% | +6.8% | -1.8% |
| 30D | -10.4% | -22.4% | +12.0% | -3.3% |
| 3M | -15.8% | -12.3% | -3.5% | -12.8% |
| 6M | -33.4% | -24.3% | -9.1% | -28.0% |
| YTD | -41.0% | -22.8% | -18.2% | -36.7% |
| 1Y | -49.1% | -28.8% | -20.3% | -44.0% |
| 3Y | -59.8% | -4.0% | -55.8% | -59.9% |
| 5Y | -75.5% | +3.8% | -79.3% | -76.2% |
| 10Y | -23.5% | +172.8% | -196.3% | -43.7% |
| All | +5,871.1% | +22,282.0% | -16,410.9% | +1,017.4% |
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