+4.1%
SYK vs VLTO
+23.4%
-19.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | -12.3% | -4.5% | -7.8% | -10.6% |
| 30D | -22.4% | -4.6% | -17.8% | -20.9% |
| 3M | -12.3% | +13.3% | -25.6% | -16.2% |
| 6M | -24.3% | +2.1% | -26.4% | -25.0% |
| YTD | -22.8% | -6.1% | -16.7% | -21.3% |
| 1Y | -28.8% | -11.4% | -17.4% | -26.0% |
| All | +4.1% | +23.4% | -19.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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