+173.1%
SYK vs NTRS
+259.9%
-86.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -9.1% | +1.4% | -10.5% | -9.6% |
| 30D | -20.6% | -0.7% | -20.0% | -20.5% |
| 3M | -9.6% | +11.3% | -20.9% | -13.5% |
| 6M | -19.9% | +35.5% | -55.4% | -29.4% |
| YTD | -21.2% | +40.6% | -61.8% | -31.9% |
| 1Y | -28.4% | +49.2% | -77.6% | -39.9% |
| 3Y | -5.3% | +167.2% | -172.6% | -39.3% |
| 5Y | +6.0% | +94.9% | -89.0% | -24.0% |
| All | +173.1% | +259.9% | -86.9% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded NTRS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling