+148.8%
SYK vs FTV
+82.6%
+66.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.8% |
| 7D | -12.3% | -5.2% | -7.1% | -9.9% |
| 30D | -22.4% | -11.5% | -10.9% | -17.5% |
| 3M | -12.3% | -9.0% | -3.3% | -8.4% |
| 6M | -24.3% | -2.0% | -22.3% | -24.1% |
| YTD | -22.8% | -0.9% | -21.8% | -23.7% |
| 1Y | -28.8% | +14.8% | -43.6% | -35.2% |
| 3Y | -4.0% | -5.5% | +1.5% | -5.4% |
| 5Y | +3.8% | -1.9% | +5.7% | -1.7% |
| 10Y | +172.8% | +78.2% | +94.6% | +80.3% |
| All | +148.8% | +82.6% | +66.2% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling