+4,696.8%
SYK vs NVS
+1,076.7%
+3,620.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -15.7% | +3.4% | -6.2% |
| 30D | -22.4% | -11.1% | -11.4% | -18.9% |
| 3M | -12.3% | -7.2% | -5.2% | -10.0% |
| 6M | -24.3% | -12.3% | -12.0% | -20.5% |
| YTD | -22.8% | +2.8% | -25.5% | -23.9% |
| 1Y | -28.8% | +11.9% | -40.7% | -32.3% |
| 3Y | -4.0% | +55.1% | -59.0% | -20.8% |
| 5Y | +3.8% | +94.1% | -90.2% | -22.3% |
| 10Y | +172.8% | +181.2% | -8.4% | +79.2% |
| All | +4,696.8% | +1,076.7% | +3,620.1% | +2,189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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