-14.9%
NVO vs SYK
-28.8%
+13.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.6% |
| 7D | -7.4% | -12.3% | +5.0% | -3.7% |
| 30D | -5.5% | -22.4% | +16.9% | +1.9% |
| 3M | +4.1% | -12.3% | +16.5% | +9.4% |
| 6M | +19.3% | -24.3% | +43.6% | +29.0% |
| YTD | -9.2% | -22.8% | +13.6% | -3.5% |
| All | -14.9% | -28.8% | +13.9% | -8.4% |
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 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