+5.0%
SYK vs NVT
+396.5%
-391.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | -12.3% | +2.0% | -14.4% | -12.6% |
| 30D | -22.4% | -7.2% | -15.3% | -21.9% |
| 3M | -12.3% | -0.9% | -11.4% | -13.1% |
| 6M | -24.3% | +42.6% | -66.9% | -30.6% |
| YTD | -22.8% | +52.9% | -75.6% | -30.5% |
| 1Y | -28.8% | +64.5% | -93.2% | -37.5% |
| 3Y | -4.0% | +178.0% | -182.0% | -32.5% |
| All | +5.0% | +396.5% | -391.5% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling