+5.0%
SYK vs FTV
-2.6%
+7.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.9% |
| 7D | -12.3% | -5.2% | -7.1% | -10.2% |
| 30D | -22.4% | -11.5% | -10.9% | -18.2% |
| 3M | -12.3% | -9.0% | -3.3% | -8.9% |
| 6M | -24.3% | -2.0% | -22.3% | -24.1% |
| YTD | -22.8% | -0.9% | -21.8% | -23.6% |
| 1Y | -28.8% | +14.8% | -43.6% | -34.7% |
| 3Y | -4.0% | -5.5% | +1.5% | -5.2% |
| All | +5.0% | -2.6% | +7.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling