+374.9%
V vs SYK
+173.6%
+201.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +1.0% |
| 7D | -3.0% | -12.3% | +9.3% | +3.8% |
| 30D | +1.2% | -22.4% | +23.7% | +15.5% |
| 3M | +13.9% | -12.3% | +26.3% | +20.4% |
| 6M | +17.2% | -24.3% | +41.6% | +33.7% |
| YTD | +5.3% | -22.8% | +28.1% | +18.3% |
| 1Y | +9.5% | -28.8% | +38.2% | +28.5% |
| 3Y | +51.9% | -4.0% | +55.9% | +47.1% |
| 5Y | +69.6% | +3.8% | +65.7% | +52.7% |
| All | +374.9% | +173.6% | +201.3% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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