+348.1%
FERG vs SYK
+173.6%
+174.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.6% |
| 7D | -1.0% | -12.3% | +11.3% | +1.9% |
| 30D | -11.8% | -22.4% | +10.6% | -6.7% |
| 3M | -1.2% | -12.3% | +11.1% | +1.1% |
| 6M | -2.3% | -24.3% | +22.0% | +3.4% |
| YTD | +0.8% | -22.8% | +23.5% | +6.0% |
| 1Y | +0.5% | -28.8% | +29.3% | +7.6% |
| 3Y | +51.4% | -4.0% | +55.4% | +51.7% |
| 5Y | +67.5% | +3.8% | +63.6% | +62.4% |
| All | +348.1% | +173.6% | +174.5% | +315.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling