+22,282.0%
SYK vs VTRS
+548.0%
+21,734.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -12.3% | -3.3% | -9.0% | -11.7% |
| 30D | -22.4% | +1.4% | -23.8% | -22.7% |
| 3M | -12.3% | +4.6% | -17.0% | -13.3% |
| 6M | -24.3% | +18.1% | -42.4% | -27.2% |
| YTD | -22.8% | +34.7% | -57.4% | -28.1% |
| 1Y | -28.8% | +65.6% | -94.4% | -36.8% |
| 3Y | -4.0% | +83.8% | -87.8% | -18.5% |
| 5Y | +3.8% | +46.5% | -42.6% | -9.1% |
| 10Y | +172.8% | -48.6% | +221.4% | +179.7% |
| All | +22,282.0% | +548.0% | +21,734.0% | +8,698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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