-29.8%
SYK vs NOC
-9.0%
-20.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -12.3% | -1.8% | -10.6% | -12.1% |
| 30D | -22.4% | -9.4% | -13.0% | -21.1% |
| 3M | -12.3% | -3.8% | -8.5% | -11.7% |
| 6M | -24.3% | -28.8% | +4.4% | -21.8% |
| YTD | -22.8% | -7.9% | -14.9% | -21.2% |
| All | -29.8% | -9.0% | -20.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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