-7.2%
SYK vs FDX
+60.4%
-67.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -12.3% | -3.9% | -8.5% | -11.7% |
| 30D | -22.4% | -3.3% | -19.1% | -22.0% |
| 3M | -12.3% | -2.0% | -10.4% | -12.2% |
| 6M | -24.3% | +8.0% | -32.4% | -25.6% |
| YTD | -22.8% | +35.0% | -57.8% | -27.2% |
| 1Y | -28.8% | +73.7% | -102.5% | -35.9% |
| All | -7.2% | +60.4% | -67.7% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling