+3.8%
SYK vs FE
+47.9%
-44.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -12.3% | -1.7% | -10.7% | -11.7% |
| 30D | -22.4% | -1.3% | -21.2% | -22.1% |
| 3M | -12.3% | +0.6% | -12.9% | -12.5% |
| 6M | -24.3% | -6.8% | -17.5% | -22.3% |
| YTD | -22.8% | +6.4% | -29.2% | -24.6% |
| 1Y | -28.8% | +11.3% | -40.0% | -31.8% |
| 3Y | -4.0% | +47.1% | -51.0% | -18.9% |
| 5Y | +3.8% | +50.4% | -46.6% | -16.3% |
| All | +3.8% | +47.9% | -44.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling