+15.4%
NXPI vs SYK
+3.4%
+12.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.4% |
| 7D | +0.7% | -12.3% | +13.0% | +7.4% |
| 30D | -4.2% | -22.4% | +18.3% | +8.9% |
| 3M | -20.4% | -12.3% | -8.1% | -17.3% |
| 6M | +12.5% | -24.3% | +36.8% | +27.7% |
| YTD | +5.2% | -22.8% | +28.0% | +17.6% |
| 1Y | +5.1% | -28.8% | +33.9% | +23.8% |
| 3Y | +17.7% | -4.0% | +21.7% | +11.8% |
| All | +15.4% | +3.4% | +12.0% | -0.7% |
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