-5.3%
SYK vs NI
+9.5%
-14.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.0% |
| 7D | +11.7% | +3.9% | +7.8% | +10.8% |
| 30D | +19.1% | +15.3% | +3.8% | +15.7% |
| 3M | +1.4% | +2.4% | -1.0% | +1.7% |
| 6M | +17.4% | -4.5% | +22.0% | +20.6% |
| YTD | -2.5% | +11.4% | -13.9% | -2.2% |
| 1Y | -5.3% | +8.5% | -13.8% | -4.7% |
| All | -5.3% | +9.5% | -14.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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