+641.4%
SYK vs FN
+3,620.5%
-2,979.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.9% |
| 7D | -8.3% | -1.7% | -6.7% | -8.2% |
| 30D | -10.1% | -22.0% | +11.9% | -7.9% |
| 3M | +0.9% | -43.0% | +43.9% | +6.3% |
| 6M | -20.2% | -27.7% | +7.6% | -19.6% |
| YTD | -13.3% | -10.5% | -2.8% | -15.7% |
| 1Y | -22.3% | +12.5% | -34.8% | -27.5% |
| 3Y | +9.7% | +153.8% | -144.1% | -13.6% |
| 5Y | +15.4% | +288.0% | -272.6% | -17.1% |
| 10Y | +192.9% | +906.4% | -713.6% | +79.2% |
| All | +641.4% | +3,620.5% | -2,979.2% | +273.8% |
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