+362.2%
VST vs SYK
-2.7%
+364.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.3% | -11.8% | +17.1% | +9.3% |
| 30D | +5.8% | -20.4% | +26.1% | +13.6% |
| 3M | +3.5% | -12.1% | +15.5% | +6.1% |
| 6M | -7.4% | -24.3% | +16.9% | +2.2% |
| YTD | -6.1% | -21.2% | +15.1% | +1.1% |
| 1Y | -21.6% | -29.2% | +7.6% | -10.9% |
| All | +362.2% | -2.7% | +364.9% | +369.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling