+2,111.2%
FTNT vs SYK
+173.6%
+1,937.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.0% |
| 7D | +1.6% | -12.3% | +13.9% | +8.0% |
| 30D | -1.9% | -22.4% | +20.6% | +10.6% |
| 3M | +14.4% | -12.3% | +26.7% | +19.1% |
| 6M | +88.7% | -24.3% | +113.0% | +111.1% |
| YTD | +100.0% | -22.8% | +122.8% | +119.9% |
| 1Y | +99.9% | -28.8% | +128.6% | +129.2% |
| 3Y | +147.9% | -4.0% | +151.9% | +135.7% |
| 5Y | +155.8% | +3.8% | +152.0% | +128.8% |
| All | +2,111.2% | +173.6% | +1,937.6% | +1,091.2% |
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