-22.3%
SYK vs NVT
+73.8%
-96.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.1% |
| 7D | -8.3% | +5.1% | -13.4% | -7.5% |
| 30D | -10.1% | -3.7% | -6.3% | -10.5% |
| 3M | +0.9% | -10.1% | +11.1% | +0.6% |
| 6M | -20.2% | +37.5% | -57.7% | -18.8% |
| YTD | -13.3% | +53.7% | -67.0% | -10.6% |
| 1Y | -22.3% | +70.9% | -93.2% | -19.1% |
| All | -22.3% | +73.8% | -96.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling