-24.3%
SYK vs FTI
+19.5%
-43.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -2.4% |
| 7D | -12.3% | -5.6% | -6.7% | -13.2% |
| 30D | -22.4% | +0.4% | -22.9% | -22.2% |
| 3M | -12.3% | +8.1% | -20.5% | -10.8% |
| 6M | -24.3% | +16.7% | -41.0% | -23.4% |
| All | -24.3% | +19.5% | -43.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 6mo: compounded portfolio wealth divided by compounded FTI 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…
6mo analysis · Full analysis span regression · 6 months rolling