+4,252.5%
SYK vs FIX
+8,592.5%
-4,340.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -5.0% | +9.4% | -14.4% | -6.2% |
| 30D | +9.9% | -27.8% | +37.7% | +13.8% |
| 3M | -8.9% | -35.6% | +26.6% | -4.7% |
| 6M | +3.1% | -45.2% | +48.3% | +9.3% |
| YTD | -11.1% | +19.5% | -30.6% | -16.7% |
| 1Y | -16.2% | +24.2% | -40.4% | -22.0% |
| 3Y | +13.2% | +494.2% | -481.0% | -20.3% |
| 5Y | +23.5% | +1,036.1% | -1,012.7% | -21.9% |
| 10Y | +213.3% | +3,599.0% | -3,385.7% | +63.8% |
| All | +4,252.5% | +8,592.5% | -4,340.0% | +1,667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling