+5.0%
SYK vs FFIV
+95.4%
-90.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.6% |
| 7D | -12.3% | +1.6% | -13.9% | -12.7% |
| 30D | -22.4% | -3.7% | -18.7% | -21.9% |
| 3M | -12.3% | +2.0% | -14.3% | -13.5% |
| 6M | -24.3% | +39.3% | -63.6% | -31.8% |
| YTD | -22.8% | +56.1% | -78.9% | -33.1% |
| 1Y | -28.8% | +22.0% | -50.8% | -33.7% |
| 3Y | -4.0% | +148.2% | -152.2% | -32.3% |
| All | +5.0% | +95.4% | -90.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling