+1,137.2%
SYK vs FIS
+331.2%
+806.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.8% |
| 7D | -11.8% | -9.1% | -2.7% | -8.7% |
| 30D | -20.4% | -10.4% | -9.9% | -17.3% |
| 3M | -12.1% | -3.7% | -8.4% | -10.9% |
| 6M | -24.3% | -24.8% | +0.4% | -16.9% |
| YTD | -21.2% | -41.6% | +20.3% | -5.9% |
| 1Y | -29.2% | -42.7% | +13.6% | -15.0% |
| 3Y | -2.1% | -26.2% | +24.2% | +5.4% |
| 5Y | +4.7% | -66.1% | +70.9% | +42.5% |
| 10Y | +178.2% | -40.9% | +219.1% | +219.9% |
| All | +1,137.2% | +331.2% | +806.0% | +788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling