+54.8%
ON vs SYK
-21.3%
+76.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +0.6% |
| 7D | +2.4% | -8.3% | +10.8% | +0.1% |
| 30D | -3.3% | -10.1% | +6.8% | -5.8% |
| 3M | -43.6% | +0.9% | -44.5% | -44.5% |
| 6M | +19.0% | -20.2% | +39.1% | +31.3% |
| YTD | +37.4% | -13.3% | +50.6% | +46.1% |
| 1Y | +54.8% | -22.3% | +77.1% | +78.1% |
| All | +54.8% | -21.3% | +76.1% | +78.1% |
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 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