+5.0%
SYK vs VSH
+64.1%
-59.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -12.3% | +3.1% | -15.4% | -12.7% |
| 30D | -22.4% | -5.7% | -16.7% | -22.0% |
| 3M | -12.3% | -42.5% | +30.1% | -6.7% |
| 6M | -24.3% | +82.7% | -107.0% | -37.7% |
| YTD | -22.8% | +118.2% | -141.0% | -39.3% |
| 1Y | -28.8% | +109.7% | -138.4% | -44.0% |
| 3Y | -4.0% | +35.3% | -39.3% | -17.5% |
| All | +5.0% | +64.1% | -59.1% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling