-34.9%
VST vs SYK
-4.2%
-30.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +9.4% | -23.2% | -11.8% |
| 7D | -15.7% | +11.7% | -27.4% | -13.4% |
| 30D | -17.0% | +19.1% | -36.1% | -14.2% |
| 3M | -15.9% | +1.4% | -17.3% | -13.4% |
| 6M | -25.0% | +17.4% | -42.4% | -23.1% |
| YTD | -25.1% | -2.5% | -22.6% | -22.0% |
| 1Y | -34.9% | -5.3% | -29.6% | -33.1% |
| All | -34.9% | -4.2% | -30.7% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling