+695.6%
SYK vs FN
+3,082.8%
-2,387.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | +0.1% |
| 7D | +4.4% | -4.1% | +8.5% | +4.5% |
| 30D | +16.9% | -28.3% | +45.3% | +20.4% |
| 3M | -5.9% | -33.9% | +27.9% | -2.9% |
| 6M | +14.3% | -43.9% | +58.2% | +18.5% |
| YTD | -6.9% | -23.4% | +16.5% | -9.0% |
| 1Y | -7.6% | -25.4% | +17.8% | -9.8% |
| 3Y | +22.1% | +107.9% | -85.8% | -2.4% |
| 5Y | +26.1% | +195.1% | -169.0% | -7.0% |
| 10Y | +217.6% | +794.1% | -576.5% | +94.9% |
| All | +695.6% | +3,082.8% | -2,387.2% | +303.8% |
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