+127.6%
NOK vs SYK
+173.6%
-46.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +8.7% | -12.3% | +21.0% | +13.2% |
| 30D | +12.5% | -22.4% | +34.9% | +22.0% |
| 3M | -20.7% | -12.3% | -8.4% | -19.1% |
| 6M | +36.2% | -24.3% | +60.5% | +46.5% |
| YTD | +64.1% | -22.8% | +86.9% | +74.8% |
| 1Y | +132.4% | -28.8% | +161.2% | +154.9% |
| 3Y | +182.9% | -4.0% | +186.8% | +167.4% |
| 5Y | +102.8% | +3.8% | +98.9% | +81.4% |
| All | +127.6% | +173.6% | -46.0% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling