+5,616.4%
SYK vs NTAP
+23,168.4%
-17,552.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -12.3% | -1.0% | -11.4% | -12.3% |
| 30D | -22.4% | -7.5% | -15.0% | -21.8% |
| 3M | -12.3% | +14.6% | -27.0% | -14.0% |
| 6M | -24.3% | +91.0% | -115.3% | -30.5% |
| YTD | -22.8% | +73.7% | -96.5% | -28.5% |
| 1Y | -28.8% | +51.2% | -80.0% | -33.0% |
| 3Y | -4.0% | +146.1% | -150.1% | -15.6% |
| 5Y | +3.8% | +122.8% | -119.0% | -8.0% |
| 10Y | +172.8% | +585.5% | -412.7% | +111.3% |
| All | +5,616.4% | +23,168.4% | -17,552.0% | +2,377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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