+167.6%
SYK vs NDAQ
+370.8%
-203.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.7% |
| 7D | -12.3% | -6.8% | -5.5% | -9.0% |
| 30D | -22.4% | -3.2% | -19.3% | -21.2% |
| 3M | -12.3% | +6.5% | -18.8% | -15.4% |
| 6M | -24.3% | +5.7% | -30.1% | -27.0% |
| YTD | -22.8% | -4.6% | -18.1% | -21.8% |
| 1Y | -28.8% | -1.6% | -27.2% | -29.4% |
| 3Y | -4.0% | +86.4% | -90.4% | -34.8% |
| 5Y | +3.8% | +50.3% | -46.5% | -22.0% |
| All | +167.6% | +370.8% | -203.3% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling