+167.6%
SYK vs VTR
+100.2%
+67.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.4% |
| 7D | -12.3% | -1.8% | -10.5% | -11.8% |
| 30D | -22.4% | +4.0% | -26.4% | -23.5% |
| 3M | -12.3% | +7.8% | -20.2% | -14.9% |
| 6M | -24.3% | +6.4% | -30.7% | -26.3% |
| YTD | -22.8% | +18.3% | -41.1% | -27.6% |
| 1Y | -28.8% | +33.9% | -62.7% | -36.2% |
| 3Y | -4.0% | +134.3% | -138.3% | -30.0% |
| 5Y | +3.8% | +90.3% | -86.4% | -20.1% |
| All | +167.6% | +100.2% | +67.4% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling