-7.2%
SYK vs VSH
+33.8%
-41.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.9% |
| 7D | -12.3% | +3.1% | -15.4% | -12.5% |
| 30D | -22.4% | -5.7% | -16.7% | -22.2% |
| 3M | -12.3% | -42.5% | +30.1% | -9.4% |
| 6M | -24.3% | +82.7% | -107.0% | -33.6% |
| YTD | -22.8% | +118.2% | -141.0% | -34.3% |
| 1Y | -28.8% | +109.7% | -138.4% | -39.4% |
| All | -7.2% | +33.8% | -41.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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