+2,545.5%
VRT vs SYK
+82.3%
+2,463.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | +2.4% | -11.8% | +14.2% | +8.9% |
| 30D | -2.7% | -20.4% | +17.7% | +9.0% |
| 3M | -9.2% | -12.1% | +2.9% | -6.5% |
| 6M | -0.5% | -24.3% | +23.8% | +11.3% |
| YTD | +62.3% | -21.2% | +83.6% | +75.8% |
| 1Y | +109.6% | -29.2% | +138.7% | +141.1% |
| 3Y | +573.1% | -2.1% | +575.1% | +522.1% |
| 5Y | +953.6% | +4.7% | +948.9% | +815.3% |
| All | +2,545.5% | +82.3% | +2,463.2% | +1,552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling