-24.1%
NU vs SYK
-4.2%
-20.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | +2.2% |
| 7D | +0.2% | +11.7% | -11.6% | -1.0% |
| 30D | -21.0% | +19.1% | -40.1% | -22.3% |
| 3M | -16.3% | +1.4% | -17.7% | -16.9% |
| 6M | -15.3% | +17.4% | -32.8% | -17.4% |
| YTD | -28.4% | -2.5% | -25.8% | -29.7% |
| 1Y | -24.1% | -5.3% | -18.8% | -25.0% |
| All | -24.1% | -4.2% | -20.0% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling