-5.3%
SYK vs FFIV
+155.7%
-161.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.3% | +1.8% |
| 7D | -9.1% | +5.4% | -14.5% | -9.5% |
| 30D | -20.6% | -2.7% | -18.0% | -20.5% |
| 3M | -9.6% | +4.5% | -14.1% | -10.4% |
| 6M | -19.9% | +42.2% | -62.1% | -24.3% |
| YTD | -21.2% | +61.3% | -82.5% | -27.5% |
| 1Y | -28.4% | +23.0% | -51.5% | -30.7% |
| 3Y | -5.3% | +156.3% | -161.6% | -20.1% |
| All | -5.3% | +155.7% | -161.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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