+1,197.0%
VST vs SYK
+158.4%
+1,038.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.8% |
| 7D | +2.0% | -12.3% | +14.3% | +8.0% |
| 30D | +1.5% | -22.4% | +23.9% | +13.6% |
| 3M | +6.3% | -12.3% | +18.6% | +10.8% |
| 6M | -10.3% | -24.3% | +14.0% | +0.2% |
| YTD | -8.6% | -22.8% | +14.2% | +0.7% |
| 1Y | -29.3% | -28.8% | -0.6% | -19.3% |
| 3Y | +344.9% | -4.0% | +348.9% | +334.0% |
| 5Y | +774.8% | +3.8% | +771.0% | +695.4% |
| All | +1,197.0% | +158.4% | +1,038.6% | +757.3% |
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