+167.6%
SYK vs NRG
+1,065.0%
-897.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.2% |
| 7D | -12.3% | -0.2% | -12.2% | -12.4% |
| 30D | -22.4% | -6.8% | -15.6% | -21.3% |
| 3M | -12.3% | -7.1% | -5.2% | -11.9% |
| 6M | -24.3% | -27.6% | +3.3% | -19.7% |
| YTD | -22.8% | -29.2% | +6.4% | -18.2% |
| 1Y | -28.8% | -29.9% | +1.1% | -25.0% |
| 3Y | -4.0% | +198.7% | -202.6% | -39.2% |
| 5Y | +3.8% | +192.9% | -189.1% | -35.3% |
| All | +167.6% | +1,065.0% | -897.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling