+4.7%
SYK vs FRSH
-72.6%
+77.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -12.3% | -11.2% | -1.2% | -11.0% |
| 30D | -22.4% | -0.8% | -21.6% | -22.4% |
| 3M | -12.3% | +26.4% | -38.8% | -14.9% |
| 6M | -24.3% | +48.4% | -72.7% | -28.2% |
| YTD | -22.8% | -3.1% | -19.7% | -23.1% |
| 1Y | -28.8% | -8.7% | -20.1% | -28.7% |
| 3Y | -4.0% | -45.8% | +41.8% | +0.5% |
| All | +4.7% | -72.6% | +77.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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