+2,397.0%
VRT vs SYK
+78.8%
+2,318.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.7% | -4.6% |
| 7D | -7.7% | -12.3% | +4.6% | -1.5% |
| 30D | -12.0% | -22.4% | +10.5% | 0.0% |
| 3M | -11.7% | -12.3% | +0.7% | -9.0% |
| 6M | -8.1% | -24.3% | +16.2% | +2.7% |
| YTD | +53.2% | -22.8% | +76.0% | +67.8% |
| 1Y | +81.7% | -28.8% | +110.4% | +108.0% |
| 3Y | +535.3% | -4.0% | +539.3% | +493.6% |
| 5Y | +916.4% | +3.8% | +912.5% | +787.1% |
| All | +2,397.0% | +78.8% | +2,318.2% | +1,477.2% |
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