+222.6%
SYK vs FICO
+544.1%
-321.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -6.1% | +4.0% | -10.1% | -7.2% |
| 30D | +12.8% | -1.5% | +14.3% | +12.8% |
| 3M | -8.1% | -29.8% | +21.7% | -1.2% |
| 6M | +13.5% | -33.3% | +46.7% | +22.2% |
| YTD | -8.5% | -56.9% | +48.4% | +11.6% |
| 1Y | -11.4% | -59.5% | +48.1% | +10.2% |
| 3Y | +20.0% | -26.9% | +46.9% | +10.7% |
| 5Y | +27.6% | +92.9% | -65.3% | -26.3% |
| 10Y | +222.6% | +539.5% | -316.9% | +3.8% |
| All | +222.6% | +544.1% | -321.5% | +3.8% |
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