+79.1%
SYK vs NVT
+694.8%
-615.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.4% |
| 7D | -12.3% | +2.0% | -14.4% | -12.9% |
| 30D | -22.4% | -7.2% | -15.3% | -21.3% |
| 3M | -12.3% | -0.9% | -11.4% | -13.9% |
| 6M | -24.3% | +42.6% | -66.9% | -34.7% |
| YTD | -22.8% | +52.9% | -75.6% | -35.3% |
| 1Y | -28.8% | +64.5% | -93.2% | -42.5% |
| 3Y | -4.0% | +178.0% | -182.0% | -41.1% |
| 5Y | +3.8% | +402.8% | -398.9% | -52.5% |
| All | +79.1% | +694.8% | -615.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling