-7.2%
SYK vs VMC
+17.8%
-25.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -12.3% | -3.7% | -8.6% | -11.4% |
| 30D | -22.4% | -12.8% | -9.7% | -19.5% |
| 3M | -12.3% | -7.9% | -4.4% | -10.3% |
| 6M | -24.3% | -7.5% | -16.8% | -22.6% |
| YTD | -22.8% | -11.6% | -11.1% | -20.9% |
| 1Y | -28.8% | -14.3% | -14.5% | -26.5% |
| All | -7.2% | +17.8% | -25.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling