+684.9%
SYK vs VIVK
-100.0%
+784.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -12.3% | -9.5% | -2.9% | -12.3% |
| 30D | -22.4% | -35.1% | +12.7% | -22.4% |
| 3M | -12.3% | -93.4% | +81.0% | -12.2% |
| 6M | -24.3% | -98.0% | +73.7% | -24.2% |
| YTD | -22.8% | -97.9% | +75.1% | -22.7% |
| 1Y | -28.8% | -100.0% | +71.2% | -28.6% |
| 3Y | -4.0% | -100.0% | +96.0% | -3.8% |
| 5Y | +3.8% | -100.0% | +103.8% | +4.1% |
| 10Y | +172.8% | -100.0% | +272.8% | +173.5% |
| All | +684.9% | -100.0% | +784.9% | +695.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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