+22,728.0%
SYK vs FDX
+4,054.5%
+18,673.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -11.8% | -2.3% | -9.5% | -11.2% |
| 30D | -20.4% | -4.9% | -15.5% | -19.3% |
| 3M | -12.1% | -6.5% | -5.6% | -10.7% |
| 6M | -24.3% | +6.7% | -31.0% | -26.1% |
| YTD | -21.2% | +33.9% | -55.1% | -27.9% |
| 1Y | -29.2% | +72.2% | -101.3% | -39.6% |
| 3Y | -2.1% | +60.2% | -62.3% | -17.1% |
| 5Y | +4.7% | +62.9% | -58.2% | -14.0% |
| 10Y | +178.2% | +178.8% | -0.6% | +88.3% |
| All | +22,728.0% | +4,054.5% | +18,673.4% | +7,254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling