+23.9%
SYK vs FICO
-19.7%
+43.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.4% |
| 7D | +6.2% | -0.1% | +6.2% | +6.1% |
| 30D | +17.5% | +8.4% | +9.0% | +16.0% |
| 3M | -3.6% | -30.5% | +26.9% | 0.0% |
| 6M | +14.8% | -35.7% | +50.5% | +19.9% |
| YTD | -6.5% | -57.2% | +50.7% | +3.0% |
| 1Y | -7.5% | -58.4% | +50.9% | +2.3% |
| 3Y | +23.9% | -24.8% | +48.7% | +13.1% |
| All | +23.9% | -19.7% | +43.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling