+173.1%
SYK vs NVMI
+3,158.6%
-2,985.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | -9.1% | -0.1% | -9.0% | -9.1% |
| 30D | -20.6% | -8.4% | -12.2% | -19.7% |
| 3M | -9.6% | -33.6% | +24.0% | -4.4% |
| 6M | -19.9% | -14.7% | -5.2% | -20.3% |
| YTD | -21.2% | +13.2% | -34.4% | -26.6% |
| 1Y | -28.4% | +29.0% | -57.4% | -35.8% |
| 3Y | -5.3% | +215.0% | -220.3% | -36.1% |
| 5Y | +6.0% | +268.6% | -262.6% | -33.8% |
| All | +173.1% | +3,158.6% | -2,985.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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