+572.1%
ON vs SYK
+173.6%
+398.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | +0.2% |
| 7D | -4.7% | -12.3% | +7.6% | +4.4% |
| 30D | -13.5% | -22.4% | +9.0% | +3.0% |
| 3M | -36.3% | -12.3% | -24.0% | -33.8% |
| 6M | +17.8% | -24.3% | +42.1% | +35.6% |
| YTD | +29.6% | -22.8% | +52.3% | +46.4% |
| 1Y | +45.8% | -28.8% | +74.6% | +75.4% |
| 3Y | -28.3% | -4.0% | -24.4% | -34.1% |
| 5Y | +49.6% | +3.8% | +45.8% | +27.5% |
| All | +572.1% | +173.6% | +398.5% | +198.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling