+31,886.7%
NVO vs SYK
+22,282.0%
+9,604.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.9% |
| 7D | -7.4% | -12.3% | +5.0% | -5.3% |
| 30D | -5.5% | -22.4% | +16.9% | -1.3% |
| 3M | +4.1% | -12.3% | +16.5% | +6.4% |
| 6M | +19.3% | -24.3% | +43.6% | +24.8% |
| YTD | -9.2% | -22.8% | +13.6% | -5.4% |
| 1Y | -15.0% | -28.8% | +13.8% | -10.3% |
| 3Y | -50.9% | -4.0% | -46.9% | -50.6% |
| 5Y | -0.9% | +3.8% | -4.7% | -2.4% |
| 10Y | +152.4% | +172.8% | -20.4% | +112.2% |
| All | +31,886.7% | +22,282.0% | +9,604.7% | +17,688.1% |
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