+167.6%
SYK vs VRSK
+125.6%
+41.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -12.3% | -7.7% | -4.6% | -8.6% |
| 30D | -22.4% | -2.8% | -19.6% | -21.4% |
| 3M | -12.3% | -3.7% | -8.6% | -10.9% |
| 6M | -24.3% | -12.8% | -11.5% | -19.8% |
| YTD | -22.8% | -21.0% | -1.8% | -14.4% |
| 1Y | -28.8% | -32.5% | +3.7% | -14.4% |
| 3Y | -4.0% | -26.5% | +22.6% | +7.1% |
| 5Y | +3.8% | -11.5% | +15.3% | +1.4% |
| All | +167.6% | +125.6% | +41.9% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling