+167.6%
SYK vs NTRS
+256.1%
-88.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.5% |
| 7D | -12.3% | +0.3% | -12.7% | -12.4% |
| 30D | -22.4% | +0.2% | -22.6% | -22.5% |
| 3M | -12.3% | +13.2% | -25.5% | -16.7% |
| 6M | -24.3% | +36.9% | -61.2% | -33.6% |
| YTD | -22.8% | +39.1% | -61.9% | -33.0% |
| 1Y | -28.8% | +50.4% | -79.2% | -40.4% |
| 3Y | -4.0% | +166.8% | -170.8% | -38.4% |
| 5Y | +3.8% | +92.9% | -89.0% | -25.2% |
| All | +167.6% | +256.1% | -88.6% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling