+1,211.2%
SYK vs FLR
+571.1%
+640.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.5% |
| 7D | -12.3% | -6.9% | -5.5% | -11.2% |
| 30D | -22.4% | +1.1% | -23.6% | -22.7% |
| 3M | -12.3% | +14.3% | -26.7% | -15.3% |
| 6M | -24.3% | +19.1% | -43.4% | -28.0% |
| YTD | -22.8% | +35.1% | -57.9% | -28.4% |
| 1Y | -28.8% | +29.5% | -58.3% | -33.9% |
| 3Y | -4.0% | +53.0% | -57.0% | -17.1% |
| 5Y | +3.8% | +238.9% | -235.1% | -25.5% |
| 10Y | +172.8% | +17.4% | +155.4% | +101.1% |
| All | +1,211.2% | +571.1% | +640.1% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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