+192.4%
ON vs SYK
+1,807.6%
-1,615.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | 0.0% |
| 7D | -4.7% | -12.3% | +7.6% | +2.9% |
| 30D | -13.5% | -22.4% | +9.0% | +0.2% |
| 3M | -36.3% | -12.3% | -24.0% | -33.9% |
| 6M | +17.8% | -24.3% | +42.1% | +32.4% |
| YTD | +29.6% | -22.8% | +52.3% | +43.7% |
| 1Y | +45.8% | -28.8% | +74.6% | +69.7% |
| 3Y | -28.3% | -4.0% | -24.4% | -31.5% |
| 5Y | +49.6% | +3.8% | +45.8% | +36.9% |
| 10Y | +583.9% | +172.8% | +411.1% | +265.3% |
| All | +192.4% | +1,807.6% | -1,615.2% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling