+6.6%
SYK vs VLTO
+26.2%
-19.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.5% |
| 7D | -12.9% | -1.6% | -11.3% | -12.3% |
| 30D | -18.5% | -2.9% | -15.6% | -17.5% |
| 3M | -8.1% | +12.7% | -20.8% | -12.1% |
| 6M | -23.8% | +1.6% | -25.3% | -24.4% |
| YTD | -20.9% | -4.0% | -17.0% | -20.2% |
| 1Y | -29.0% | -10.2% | -18.8% | -26.6% |
| All | +6.6% | +26.2% | -19.5% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling