-22.3%
SYK vs NTR
+43.1%
-65.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.8% |
| 7D | -8.3% | +8.1% | -16.4% | -7.4% |
| 30D | -10.1% | +18.8% | -28.8% | -8.0% |
| 3M | +0.9% | +16.2% | -15.3% | +3.1% |
| 6M | -20.2% | +9.8% | -30.0% | -19.2% |
| YTD | -13.3% | +30.9% | -44.2% | -12.1% |
| 1Y | -22.3% | +41.8% | -64.1% | -21.8% |
| All | -22.3% | +43.1% | -65.4% | -21.8% |
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