+7.2%
SYK vs FISV
-53.5%
+60.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.4% | +0.7% |
| 7D | -9.1% | -2.7% | -6.4% | -8.5% |
| 30D | -20.6% | 0.0% | -20.7% | -20.7% |
| 3M | -9.6% | -2.8% | -6.8% | -9.3% |
| 6M | -19.9% | -11.8% | -8.0% | -18.1% |
| YTD | -21.2% | -23.2% | +2.0% | -16.9% |
| 1Y | -28.4% | -62.0% | +33.6% | -13.1% |
| 3Y | -5.3% | -57.6% | +52.3% | -1.0% |
| All | +7.2% | -53.5% | +60.6% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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