+668.6%
SYK vs VO
+806.0%
-137.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.2% |
| 7D | -12.3% | -2.5% | -9.8% | -10.6% |
| 30D | -22.4% | -3.2% | -19.2% | -20.4% |
| 3M | -12.3% | +3.9% | -16.3% | -15.0% |
| 6M | -24.3% | +9.6% | -34.0% | -29.7% |
| YTD | -22.8% | +11.6% | -34.3% | -29.4% |
| 1Y | -28.8% | +12.6% | -41.4% | -35.4% |
| 3Y | -4.0% | +55.4% | -59.4% | -32.6% |
| 5Y | +3.8% | +41.8% | -38.0% | -21.8% |
| 10Y | +172.8% | +196.4% | -23.6% | +21.0% |
| All | +668.6% | +806.0% | -137.4% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling