+51.8%
FTNT vs SYK
-4.2%
+56.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +2.8% |
| 7D | -25.7% | +11.7% | -37.4% | -23.6% |
| 30D | -29.7% | +19.1% | -48.8% | -27.1% |
| 3M | -23.1% | +1.4% | -24.5% | -22.2% |
| 6M | +45.0% | +17.4% | +27.5% | +48.9% |
| YTD | +62.9% | -2.5% | +65.5% | +63.0% |
| 1Y | +51.8% | -5.3% | +57.1% | +53.7% |
| All | +51.8% | -4.2% | +56.0% | +53.7% |
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