+5.0%
SYK vs VO
+41.0%
-36.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.2% |
| 7D | -12.3% | -2.5% | -9.8% | -10.5% |
| 30D | -22.4% | -3.2% | -19.2% | -20.4% |
| 3M | -12.3% | +3.9% | -16.3% | -15.1% |
| 6M | -24.3% | +9.6% | -34.0% | -29.9% |
| YTD | -22.8% | +11.6% | -34.3% | -29.7% |
| 1Y | -28.8% | +12.6% | -41.4% | -35.8% |
| 3Y | -4.0% | +55.4% | -59.4% | -34.8% |
| All | +5.0% | +41.0% | -36.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling