-22.3%
SYK vs VMC
-8.5%
-13.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -8.3% | -4.3% | -4.0% | -7.2% |
| 30D | -10.1% | -8.2% | -1.8% | -8.0% |
| 3M | +0.9% | -7.0% | +8.0% | +2.8% |
| 6M | -20.2% | -10.8% | -9.4% | -18.4% |
| YTD | -13.3% | -7.4% | -5.9% | -12.9% |
| 1Y | -22.3% | -9.5% | -12.9% | -22.3% |
| All | -22.3% | -8.5% | -13.8% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling