+1,942.4%
SYK vs NVMI
+1,933.5%
+8.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -12.3% | +3.8% | -16.1% | -12.6% |
| 30D | -22.4% | -7.6% | -14.9% | -22.1% |
| 3M | -12.3% | -28.0% | +15.7% | -11.0% |
| 6M | -24.3% | -15.3% | -9.0% | -24.2% |
| YTD | -22.8% | +11.5% | -34.2% | -24.3% |
| 1Y | -28.8% | +31.6% | -60.4% | -31.2% |
| 3Y | -4.0% | +207.0% | -210.9% | -13.8% |
| 5Y | +3.8% | +262.8% | -259.0% | -8.4% |
| 10Y | +172.8% | +3,074.6% | -2,901.8% | +114.1% |
| All | +1,942.4% | +1,933.5% | +8.9% | +1,331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling