-5.3%
SYK vs NTR
+37.3%
-42.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +7.5% | +5.4% | +2.0% | +8.2% |
| 30D | +20.4% | +1.4% | +19.0% | +20.5% |
| 3M | -0.3% | +8.7% | -9.0% | +0.9% |
| 6M | +14.2% | -4.9% | +19.1% | +13.5% |
| YTD | -3.8% | +19.8% | -23.7% | -3.3% |
| 1Y | -5.3% | +37.0% | -42.2% | -5.2% |
| All | -5.3% | +37.3% | -42.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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