+5.0%
SYK vs NI
+97.0%
-92.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -12.3% | -0.6% | -11.8% | -12.2% |
| 30D | -22.4% | -1.4% | -21.0% | -22.1% |
| 3M | -12.3% | -10.6% | -1.8% | -8.4% |
| 6M | -24.3% | -9.9% | -14.4% | -21.2% |
| YTD | -22.8% | +1.2% | -23.9% | -23.5% |
| 1Y | -28.8% | +4.4% | -33.2% | -30.5% |
| 3Y | -4.0% | +68.6% | -72.6% | -23.8% |
| All | +5.0% | +97.0% | -92.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling