-22.3%
SYK vs NDAQ
+4.3%
-26.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | -8.3% | -2.4% | -5.9% | -7.7% |
| 30D | -10.1% | +2.5% | -12.5% | -10.7% |
| 3M | +0.9% | +9.9% | -9.0% | -1.2% |
| 6M | -20.2% | +9.4% | -29.6% | -22.0% |
| YTD | -13.3% | +0.4% | -13.7% | -13.5% |
| 1Y | -22.3% | +4.0% | -26.4% | -23.0% |
| All | -22.3% | +4.3% | -26.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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