+104.5%
FTNT vs SYK
-21.3%
+125.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | -0.3% |
| 7D | -5.8% | -8.3% | +2.5% | -7.1% |
| 30D | -4.8% | -10.1% | +5.3% | -6.2% |
| 3M | +4.4% | +0.9% | +3.5% | +3.8% |
| 6M | +88.8% | -20.2% | +109.0% | +85.6% |
| YTD | +96.8% | -13.3% | +110.1% | +93.1% |
| 1Y | +104.5% | -22.3% | +126.8% | +106.4% |
| All | +104.5% | -21.3% | +125.8% | +106.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling