+7.8%
SYK vs NXT
+171.8%
-163.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.3% |
| 7D | -11.8% | -0.2% | -11.6% | -11.8% |
| 30D | -20.4% | -20.0% | -0.4% | -20.1% |
| 3M | -12.1% | -30.9% | +18.9% | -11.7% |
| 6M | -24.3% | -23.8% | -0.5% | -24.5% |
| YTD | -21.2% | -5.4% | -15.8% | -22.1% |
| 1Y | -29.2% | +28.0% | -57.2% | -31.2% |
| 3Y | -2.1% | +93.3% | -95.4% | -8.0% |
| All | +7.8% | +171.8% | -163.9% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling