+523.3%
SYK vs FANG
+1,412.9%
-889.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -9.1% | +2.9% | -12.0% | -9.5% |
| 30D | -20.6% | +2.6% | -23.3% | -21.0% |
| 3M | -9.6% | +7.6% | -17.2% | -10.8% |
| 6M | -19.9% | +17.3% | -37.2% | -22.3% |
| YTD | -21.2% | +38.7% | -59.9% | -25.6% |
| 1Y | -28.4% | +51.6% | -80.0% | -33.5% |
| 3Y | -5.3% | +50.0% | -55.3% | -13.6% |
| 5Y | +6.0% | +237.6% | -231.6% | -17.2% |
| 10Y | +178.4% | +180.7% | -2.3% | +88.9% |
| All | +523.3% | +1,412.9% | -889.5% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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