+615.0%
F vs SYK
+25,027.4%
-24,412.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.0% |
| 7D | +5.3% | -8.3% | +13.7% | +8.2% |
| 30D | +4.6% | -10.1% | +14.6% | +8.0% |
| 3M | -3.7% | +0.9% | -4.6% | -4.6% |
| 6M | +16.8% | -20.2% | +37.0% | +24.4% |
| YTD | +15.3% | -13.3% | +28.6% | +19.4% |
| 1Y | +31.0% | -22.3% | +53.4% | +40.2% |
| 3Y | +45.4% | +9.7% | +35.7% | +39.0% |
| 5Y | +54.7% | +15.4% | +39.3% | +45.2% |
| 10Y | +98.2% | +192.9% | -94.6% | +42.2% |
| All | +615.0% | +25,027.4% | -24,412.4% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling