-7.2%
SYK vs NOC
+28.9%
-36.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -12.3% | -1.8% | -10.6% | -12.1% |
| 30D | -22.4% | -9.4% | -13.0% | -21.5% |
| 3M | -12.3% | -3.8% | -8.5% | -11.9% |
| 6M | -24.3% | -28.8% | +4.4% | -22.0% |
| YTD | -22.8% | -7.9% | -14.9% | -22.0% |
| 1Y | -28.8% | -9.0% | -19.7% | -28.0% |
| All | -7.2% | +28.9% | -36.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling