-5.3%
SYK vs FRMI
-93.1%
+87.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -10.6% | +19.9% | +9.1% |
| 7D | +11.7% | -39.7% | +51.5% | +10.5% |
| 30D | +19.1% | -55.2% | +74.3% | +17.1% |
| 3M | +1.4% | -71.2% | +72.6% | -0.9% |
| 6M | +17.4% | -64.1% | +81.6% | +16.0% |
| YTD | -2.5% | -77.2% | +74.7% | -4.3% |
| 1Y | -5.3% | -93.2% | +87.9% | -14.6% |
| All | -5.3% | -93.1% | +87.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling