+890.1%
NVDA vs SYK
+3.4%
+886.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.1% |
| 7D | -4.3% | -12.3% | +8.0% | +3.3% |
| 30D | +0.5% | -22.4% | +23.0% | +16.5% |
| 3M | +9.1% | -12.3% | +21.4% | +13.6% |
| 6M | +18.5% | -24.3% | +42.8% | +36.6% |
| YTD | +17.4% | -22.8% | +40.1% | +32.1% |
| 1Y | +23.4% | -28.8% | +52.2% | +47.2% |
| 3Y | +380.6% | -4.0% | +384.6% | +324.4% |
| All | +890.1% | +3.4% | +886.7% | +675.0% |
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 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