+53.2%
SYK vs FOXA
+90.1%
-36.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.6% |
| 7D | -12.3% | -3.7% | -8.6% | -11.3% |
| 30D | -22.4% | +5.4% | -27.8% | -23.8% |
| 3M | -12.3% | -3.7% | -8.6% | -12.2% |
| 6M | -24.3% | +12.6% | -36.9% | -28.2% |
| YTD | -22.8% | -10.0% | -12.8% | -21.4% |
| 1Y | -28.8% | +15.0% | -43.8% | -33.6% |
| 3Y | -4.0% | +115.1% | -119.1% | -29.3% |
| 5Y | +3.8% | +93.0% | -89.2% | -22.1% |
| All | +53.2% | +90.1% | -36.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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