+22,282.0%
SYK vs FISV
+10,150.0%
+12,132.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -12.3% | -7.2% | -5.1% | -10.5% |
| 30D | -22.4% | -7.2% | -15.3% | -20.9% |
| 3M | -12.3% | -8.2% | -4.2% | -10.6% |
| 6M | -24.3% | -17.7% | -6.6% | -20.8% |
| YTD | -22.8% | -27.2% | +4.4% | -16.8% |
| 1Y | -28.8% | -63.0% | +34.2% | -11.7% |
| 3Y | -4.0% | -59.8% | +55.8% | +13.5% |
| 5Y | +3.8% | -55.8% | +59.6% | +18.6% |
| 10Y | +172.8% | -2.4% | +175.2% | +158.8% |
| All | +22,282.0% | +10,150.0% | +12,132.0% | +7,340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling