+5.4%
SYK vs NVDX
+772.1%
-766.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -9.1% | -10.2% | +1.1% | -8.8% |
| 30D | -20.6% | -7.3% | -13.3% | -20.5% |
| 3M | -9.6% | +5.5% | -15.1% | -10.1% |
| 6M | -19.9% | +18.3% | -38.2% | -21.0% |
| YTD | -21.2% | +11.4% | -32.6% | -22.3% |
| 1Y | -28.4% | +12.7% | -41.1% | -29.8% |
| All | +5.4% | +772.1% | -766.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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