+3.8%
SYK vs ROIV
+310.6%
-306.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -12.3% | +19.0% | -31.3% | -13.3% |
| 30D | -22.4% | +16.1% | -38.6% | -23.3% |
| 3M | -12.3% | +44.1% | -56.4% | -14.7% |
| 6M | -24.3% | +37.8% | -62.2% | -26.2% |
| YTD | -22.8% | +88.7% | -111.4% | -26.4% |
| 1Y | -28.8% | +197.3% | -226.1% | -34.4% |
| 3Y | -4.0% | +224.9% | -228.9% | -13.1% |
| 5Y | +3.8% | +311.0% | -307.2% | -15.8% |
| All | +3.8% | +310.6% | -306.8% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling