+172.9%
SYK vs FICO
+669.4%
-496.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -2.0% |
| 7D | -11.8% | -10.6% | -1.2% | -9.2% |
| 30D | -20.4% | -6.3% | -14.0% | -19.4% |
| 3M | -12.1% | -19.7% | +7.7% | -7.4% |
| 6M | -24.3% | -31.8% | +7.4% | -17.4% |
| YTD | -21.2% | -41.8% | +20.6% | -9.9% |
| 1Y | -29.2% | -36.4% | +7.3% | -22.8% |
| 3Y | -2.1% | +9.3% | -11.3% | -19.1% |
| 5Y | +4.7% | +113.0% | -108.3% | -37.8% |
| All | +172.9% | +669.4% | -496.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling