-7.2%
SYK vs VRSK
-26.6%
+19.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -12.3% | -7.7% | -4.6% | -10.3% |
| 30D | -22.4% | -2.8% | -19.6% | -21.8% |
| 3M | -12.3% | -3.7% | -8.6% | -11.3% |
| 6M | -24.3% | -12.8% | -11.5% | -21.5% |
| YTD | -22.8% | -21.0% | -1.8% | -17.6% |
| 1Y | -28.8% | -32.5% | +3.7% | -20.5% |
| All | -7.2% | -26.6% | +19.4% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling