+940.1%
VRT vs SYK
+3.4%
+936.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.7% | -4.6% |
| 7D | -7.7% | -12.3% | +4.6% | -1.7% |
| 30D | -12.0% | -22.4% | +10.5% | -0.2% |
| 3M | -11.7% | -12.3% | +0.7% | -9.7% |
| 6M | -8.1% | -24.3% | +16.2% | +3.4% |
| YTD | +53.2% | -22.8% | +76.0% | +68.1% |
| 1Y | +81.7% | -28.8% | +110.4% | +110.5% |
| 3Y | +535.3% | -4.0% | +539.3% | +460.7% |
| All | +940.1% | +3.4% | +936.7% | +670.1% |
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