+22,282.0%
SYK vs VMC
+3,093.3%
+19,188.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.4% |
| 3M | -12.3% | -7.9% | -4.4% | -10.3% |
| 6M | -24.3% | -7.5% | -16.8% | -22.8% |
| YTD | -22.8% | -11.6% | -11.1% | -20.6% |
| 1Y | -28.8% | -14.3% | -14.5% | -26.2% |
| 3Y | -4.0% | +18.5% | -22.5% | -10.4% |
| 5Y | +3.8% | +46.8% | -42.9% | -9.4% |
| 10Y | +172.8% | +153.2% | +19.6% | +96.1% |
| All | +22,282.0% | +3,093.3% | +19,188.7% | +8,453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling