+0.9%
SYK vs NVD
-99.1%
+100.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -1.8% |
| 7D | -12.3% | +9.0% | -21.4% | -12.1% |
| 30D | -22.4% | -5.5% | -17.0% | -22.5% |
| 3M | -12.3% | -24.6% | +12.3% | -13.0% |
| 6M | -24.3% | -42.1% | +17.8% | -25.6% |
| YTD | -22.8% | -44.3% | +21.6% | -24.0% |
| 1Y | -28.8% | -54.2% | +25.4% | -30.4% |
| 3Y | -4.0% | -99.1% | +95.1% | -21.5% |
| All | +0.9% | -99.1% | +100.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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