-5.4%
SYK vs ROIV
+230.5%
-235.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -11.8% | +22.3% | -34.1% | -12.1% |
| 30D | -20.4% | +16.9% | -37.2% | -20.5% |
| 3M | -12.1% | +43.9% | -56.0% | -13.4% |
| 6M | -24.3% | +41.6% | -65.9% | -25.5% |
| YTD | -21.2% | +92.7% | -113.9% | -23.7% |
| 1Y | -29.2% | +210.2% | -239.3% | -33.9% |
| All | -5.4% | +230.5% | -235.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling