+47.6%
ON vs SYK
-4.2%
+51.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.4% | -11.2% | +0.2% |
| 7D | -5.8% | +11.7% | -17.5% | -3.2% |
| 30D | -17.1% | +19.1% | -36.2% | -13.4% |
| 3M | -11.8% | +1.4% | -13.2% | -12.3% |
| 6M | -30.2% | +17.4% | -47.6% | -29.8% |
| YTD | +31.6% | -2.5% | +34.1% | +45.4% |
| 1Y | +47.6% | -5.3% | +52.9% | +63.8% |
| All | +47.6% | -4.2% | +51.7% | +63.8% |
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