+82.8%
SYK vs NVT
+731.8%
-649.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.6% | +0.8% |
| 7D | -9.1% | +4.1% | -13.2% | -10.2% |
| 30D | -20.6% | -5.1% | -15.5% | -19.9% |
| 3M | -9.6% | -1.2% | -8.4% | -11.0% |
| 6M | -19.9% | +46.6% | -66.5% | -31.3% |
| YTD | -21.2% | +60.0% | -81.2% | -34.8% |
| 1Y | -28.4% | +70.8% | -99.2% | -42.8% |
| 3Y | -5.3% | +187.5% | -192.9% | -42.3% |
| 5Y | +6.0% | +426.1% | -420.2% | -52.1% |
| All | +82.8% | +731.8% | -649.0% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling