+25,027.4%
SYK vs FICO
+104,095.6%
-79,068.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +1.2% |
| 7D | -8.3% | -19.2% | +10.9% | -5.3% |
| 30D | -10.1% | -14.6% | +4.5% | -8.0% |
| 3M | +0.9% | -20.1% | +21.0% | +3.9% |
| 6M | -20.2% | -36.3% | +16.1% | -15.4% |
| YTD | -13.3% | -44.9% | +31.6% | -6.1% |
| 1Y | -22.3% | -38.6% | +16.3% | -18.0% |
| 3Y | +9.7% | +4.0% | +5.7% | +4.2% |
| 5Y | +15.4% | +99.5% | -84.1% | -3.0% |
| 10Y | +192.9% | +604.7% | -411.8% | +104.6% |
| All | +25,027.4% | +104,095.6% | -79,068.2% | +11,202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling