-22.3%
SYK vs NI
+1.4%
-23.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.4% |
| 7D | -8.3% | +2.0% | -10.4% | -8.8% |
| 30D | -10.1% | -3.5% | -6.5% | -9.1% |
| 3M | +0.9% | -9.1% | +10.0% | +4.6% |
| 6M | -20.2% | -11.8% | -8.4% | -16.6% |
| YTD | -13.3% | +1.1% | -14.4% | -12.6% |
| 1Y | -22.3% | +6.7% | -29.0% | -22.7% |
| All | -22.3% | +1.4% | -23.8% | -22.7% |
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