+55.3%
ON vs SYK
-27.4%
+82.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.5% | +8.9% |
| 7D | +2.4% | -9.1% | +11.5% | +0.3% |
| 30D | -8.6% | -20.6% | +12.0% | -13.6% |
| 3M | -34.3% | -9.6% | -24.7% | -36.4% |
| 6M | +28.5% | -19.9% | +48.4% | +32.3% |
| YTD | +40.6% | -21.2% | +61.8% | +46.7% |
| 1Y | +55.3% | -28.4% | +83.7% | +73.2% |
| All | +55.3% | -27.4% | +82.7% | +73.2% |
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