+120.6%
SYK vs FND
+54.9%
+65.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -12.3% | -5.1% | -7.2% | -11.3% |
| 30D | -22.4% | -22.5% | +0.1% | -18.0% |
| 3M | -12.3% | -5.0% | -7.3% | -12.0% |
| 6M | -24.3% | -21.5% | -2.8% | -21.3% |
| YTD | -22.8% | -23.0% | +0.3% | -19.8% |
| 1Y | -28.8% | -44.9% | +16.1% | -20.6% |
| 3Y | -4.0% | -50.0% | +46.0% | +5.1% |
| 5Y | +3.8% | -63.3% | +67.2% | +16.8% |
| All | +120.6% | +54.9% | +65.6% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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