+87.4%
SYK vs NTR
+98.7%
-11.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -12.3% | -2.5% | -9.9% | -11.8% |
| 30D | -22.4% | +17.0% | -39.5% | -25.5% |
| 3M | -12.3% | +22.2% | -34.5% | -17.0% |
| 6M | -24.3% | +5.2% | -29.5% | -26.2% |
| YTD | -22.8% | +29.7% | -52.4% | -29.3% |
| 1Y | -28.8% | +39.4% | -68.2% | -36.4% |
| 3Y | -4.0% | +38.2% | -42.2% | -15.9% |
| 5Y | +3.8% | +47.6% | -43.8% | -20.5% |
| All | +87.4% | +98.7% | -11.3% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling