+49.3%
F vs SYK
+2.4%
+46.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.2% |
| 7D | -3.7% | -12.3% | +8.7% | +2.6% |
| 30D | -0.7% | -22.4% | +21.7% | +12.3% |
| 3M | -1.9% | -12.3% | +10.5% | +3.1% |
| 6M | +16.1% | -24.3% | +40.4% | +31.6% |
| YTD | +9.5% | -22.8% | +32.2% | +22.4% |
| 1Y | +27.2% | -28.8% | +56.0% | +48.4% |
| 3Y | +36.3% | -4.0% | +40.3% | +30.8% |
| 5Y | +49.3% | +3.8% | +45.4% | +31.3% |
| All | +49.3% | +2.4% | +46.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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