+746.1%
SYK vs NRG
+1,510.3%
-764.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.7% |
| 7D | -9.1% | -4.7% | -4.4% | -8.2% |
| 30D | -20.6% | -6.0% | -14.7% | -19.8% |
| 3M | -9.6% | -8.0% | -1.6% | -8.9% |
| 6M | -19.9% | -23.2% | +3.3% | -16.7% |
| YTD | -21.2% | -28.1% | +6.9% | -17.3% |
| 1Y | -28.4% | -27.3% | -1.1% | -25.6% |
| 3Y | -5.3% | +208.7% | -214.0% | -32.7% |
| 5Y | +6.0% | +197.7% | -191.7% | -25.1% |
| 10Y | +178.4% | +1,103.3% | -924.9% | +43.9% |
| All | +746.1% | +1,510.3% | -764.2% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling