+659.7%
SYK vs FN
+2,895.3%
-2,235.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.4% | -0.1% |
| 7D | -5.0% | +0.3% | -5.2% | -5.1% |
| 30D | +9.9% | -16.5% | +26.5% | +11.3% |
| 3M | -8.9% | -42.1% | +33.2% | -4.6% |
| 6M | +3.1% | -52.9% | +56.0% | +9.3% |
| YTD | -11.1% | -28.0% | +16.8% | -12.6% |
| 1Y | -16.2% | -18.5% | +2.3% | -19.2% |
| 3Y | +13.2% | +93.9% | -80.7% | -8.9% |
| 5Y | +23.5% | +170.5% | -147.0% | -8.0% |
| 10Y | +213.3% | +704.1% | -490.7% | +94.6% |
| All | +659.7% | +2,895.3% | -2,235.6% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling