-7.2%
SYK vs FIVE
+48.7%
-55.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.7% |
| 3M | -12.3% | +23.2% | -35.5% | -13.9% |
| 6M | -24.3% | +9.2% | -33.5% | -25.1% |
| YTD | -22.8% | +28.1% | -50.9% | -24.7% |
| 1Y | -28.8% | +65.3% | -94.0% | -32.2% |
| All | -7.2% | +48.7% | -55.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling