+4.0%
SYK vs FN
+299.7%
-295.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -8.9% |
| 7D | -12.9% | +3.5% | -16.4% | -13.1% |
| 30D | -18.5% | -26.0% | +7.5% | -17.1% |
| 3M | -8.1% | -33.3% | +25.2% | -6.2% |
| 6M | -23.8% | -14.9% | -8.8% | -25.0% |
| YTD | -20.9% | -8.6% | -12.4% | -23.3% |
| 1Y | -29.0% | +12.3% | -41.3% | -33.3% |
| 3Y | -1.7% | +174.4% | -176.1% | -23.9% |
| 5Y | +4.0% | +296.4% | -292.5% | -30.0% |
| All | +4.0% | +299.7% | -295.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling