-22.3%
SYK vs VTR
+36.9%
-59.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -8.3% | -1.7% | -6.7% | -8.0% |
| 30D | -10.1% | -2.4% | -7.6% | -9.7% |
| 3M | +0.9% | +14.8% | -13.9% | -2.9% |
| 6M | -20.2% | +5.3% | -25.5% | -22.1% |
| YTD | -13.3% | +18.1% | -31.4% | -15.6% |
| 1Y | -22.3% | +36.7% | -59.1% | -24.6% |
| All | -22.3% | +36.9% | -59.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling