+167.6%
SYK vs FDX
+182.3%
-14.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -12.3% | -3.9% | -8.5% | -11.2% |
| 30D | -22.4% | -3.3% | -19.1% | -21.6% |
| 3M | -12.3% | -2.0% | -10.4% | -12.1% |
| 6M | -24.3% | +8.0% | -32.4% | -26.8% |
| YTD | -22.8% | +35.0% | -57.8% | -30.6% |
| 1Y | -28.8% | +73.7% | -102.5% | -41.2% |
| 3Y | -4.0% | +61.6% | -65.6% | -21.9% |
| 5Y | +3.8% | +65.4% | -61.5% | -19.2% |
| All | +167.6% | +182.3% | -14.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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