+1,301.2%
FERG vs SYK
+533.9%
+767.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.6% |
| 7D | -1.0% | -12.3% | +11.3% | +1.3% |
| 30D | -11.8% | -22.4% | +10.6% | -7.7% |
| 3M | -1.2% | -12.3% | +11.1% | +0.7% |
| 6M | -2.3% | -24.3% | +22.0% | +2.3% |
| YTD | +0.8% | -22.8% | +23.5% | +5.0% |
| 1Y | +0.5% | -28.8% | +29.3% | +6.2% |
| 3Y | +51.4% | -4.0% | +55.4% | +51.8% |
| 5Y | +67.5% | +3.8% | +63.6% | +64.0% |
| 10Y | +348.1% | +172.8% | +175.3% | +302.0% |
| All | +1,301.2% | +533.9% | +767.4% | +1,063.4% |
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