-24.3%
SYK vs FIS
-24.3%
0.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.0% |
| 7D | -11.8% | -9.1% | -2.7% | -8.1% |
| 30D | -20.4% | -10.4% | -9.9% | -16.7% |
| 3M | -12.1% | -3.7% | -8.4% | -9.9% |
| 6M | -24.3% | -24.8% | +0.4% | -18.3% |
| All | -24.3% | -24.3% | 0.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 6mo: compounded portfolio wealth divided by compounded FIS 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…
6mo analysis · Full analysis span regression · 6 months rolling