+668.6%
SYK vs VUG
+1,232.8%
-564.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.5% |
| 7D | -12.3% | -1.9% | -10.5% | -11.0% |
| 30D | -22.4% | -1.6% | -20.9% | -21.5% |
| 3M | -12.3% | +4.4% | -16.7% | -15.9% |
| 6M | -24.3% | +13.2% | -37.5% | -32.2% |
| YTD | -22.8% | +7.5% | -30.3% | -28.2% |
| 1Y | -28.8% | +12.5% | -41.3% | -36.5% |
| 3Y | -4.0% | +86.0% | -89.9% | -44.5% |
| 5Y | +3.8% | +76.5% | -72.6% | -38.7% |
| 10Y | +172.8% | +417.7% | -244.9% | -35.3% |
| All | +668.6% | +1,232.8% | -564.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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