-24.3%
SYK vs NDAQ
+9.1%
-33.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -11.8% | -1.6% | -10.2% | -11.2% |
| 30D | -20.4% | -1.5% | -18.9% | -19.8% |
| 3M | -12.1% | +8.0% | -20.1% | -13.4% |
| 6M | -24.3% | +7.7% | -32.1% | -26.0% |
| All | -24.3% | +9.1% | -33.4% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling