+24.6%
SYK vs ROIV
+295.0%
-270.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +18.8% | -27.6% | -9.8% |
| 7D | -12.9% | +20.2% | -33.1% | -14.0% |
| 30D | -18.5% | +14.1% | -32.6% | -19.2% |
| 3M | -8.1% | +45.6% | -53.7% | -10.6% |
| 6M | -23.8% | +44.1% | -67.9% | -25.8% |
| YTD | -20.9% | +91.2% | -112.1% | -24.7% |
| 1Y | -29.0% | +221.3% | -250.3% | -35.0% |
| 3Y | -1.7% | +229.2% | -230.9% | -11.2% |
| 5Y | +4.0% | +316.5% | -312.5% | -13.2% |
| All | +24.6% | +295.0% | -270.4% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling