+4,084.7%
SYK vs VTR
+1,502.7%
+2,581.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.2% |
| 7D | -12.3% | -1.8% | -10.5% | -12.0% |
| 30D | -22.4% | +4.0% | -26.4% | -23.1% |
| 3M | -12.3% | +7.8% | -20.2% | -13.9% |
| 6M | -24.3% | +6.4% | -30.7% | -25.5% |
| YTD | -22.8% | +18.3% | -41.1% | -25.8% |
| 1Y | -28.8% | +33.9% | -62.7% | -33.5% |
| 3Y | -4.0% | +134.3% | -138.3% | -21.2% |
| 5Y | +3.8% | +90.3% | -86.4% | -11.7% |
| 10Y | +172.8% | +100.1% | +72.7% | +115.7% |
| All | +4,084.7% | +1,502.7% | +2,581.9% | +2,095.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling