-29.8%
SYK vs NXT
+21.1%
-50.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -2.0% |
| 7D | -12.3% | -2.6% | -9.8% | -12.5% |
| 30D | -22.4% | -22.4% | 0.0% | -23.6% |
| 3M | -12.3% | -27.3% | +15.0% | -13.8% |
| 6M | -24.3% | -28.5% | +4.2% | -25.5% |
| YTD | -22.8% | -6.6% | -16.2% | -22.4% |
| All | -29.8% | +21.1% | -50.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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