+579.9%
VLO vs SYK
+3.4%
+576.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.6% |
| 7D | +4.0% | -12.3% | +16.3% | +6.1% |
| 30D | +19.0% | -22.4% | +41.4% | +23.9% |
| 3M | +50.0% | -12.3% | +62.3% | +52.0% |
| 6M | +79.1% | -24.3% | +103.4% | +86.9% |
| YTD | +140.3% | -22.8% | +163.0% | +148.7% |
| 1Y | +148.3% | -28.8% | +177.1% | +162.2% |
| 3Y | +194.6% | -4.0% | +198.6% | +188.5% |
| All | +579.9% | +3.4% | +576.5% | +540.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling