+4.0%
SYK vs FICO
+102.0%
-98.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | -12.9% | -15.4% | +2.5% | -10.2% |
| 30D | -18.5% | -10.4% | -8.1% | -17.0% |
| 3M | -8.1% | -22.7% | +14.6% | -4.1% |
| 6M | -23.8% | -36.8% | +13.0% | -17.7% |
| YTD | -20.9% | -44.8% | +23.9% | -12.3% |
| 1Y | -29.0% | -39.3% | +10.4% | -23.8% |
| 3Y | -1.7% | +3.7% | -5.4% | -13.5% |
| 5Y | +4.0% | +101.7% | -97.8% | -24.5% |
| All | +4.0% | +102.0% | -98.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling