+10.4%
SYK vs NVDL
+2,480.8%
-2,470.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.8% |
| 7D | -12.3% | -8.7% | -3.6% | -12.0% |
| 30D | -22.4% | -1.3% | -21.1% | -22.5% |
| 3M | -12.3% | +11.4% | -23.7% | -13.1% |
| 6M | -24.3% | +22.9% | -47.2% | -25.7% |
| YTD | -22.8% | +15.4% | -38.2% | -24.1% |
| 1Y | -28.8% | +18.8% | -47.5% | -30.5% |
| 3Y | -4.0% | +641.4% | -645.4% | -23.1% |
| All | +10.4% | +2,480.8% | -2,470.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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