-29.8%
SYK vs FIVE
+64.2%
-94.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.8% |
| 7D | -12.3% | +0.6% | -12.9% | -12.4% |
| 30D | -22.4% | +3.0% | -25.4% | -22.6% |
| 3M | -12.3% | +23.2% | -35.5% | -13.3% |
| 6M | -24.3% | +9.2% | -33.5% | -24.6% |
| YTD | -22.8% | +28.1% | -50.9% | -24.0% |
| All | -29.8% | +64.2% | -94.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling