-5.3%
SYK vs FIX
+14.3%
-19.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.1% | +24.5% | +7.4% |
| 7D | +11.7% | -18.9% | +30.6% | +9.1% |
| 30D | +19.1% | -36.3% | +55.4% | +13.6% |
| 3M | +1.4% | -38.5% | +39.9% | -3.3% |
| 6M | +17.4% | -42.3% | +59.7% | +11.7% |
| YTD | -2.5% | +17.1% | -19.6% | -6.7% |
| 1Y | -5.3% | +14.4% | -19.7% | -9.2% |
| All | -5.3% | +14.3% | -19.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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