+1,216.9%
VST vs SYK
+190.1%
+1,026.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.3% |
| 7D | +8.9% | -8.3% | +17.2% | +13.3% |
| 30D | +6.2% | -10.1% | +16.3% | +11.4% |
| 3M | -2.7% | +0.9% | -3.6% | -4.8% |
| 6M | -8.4% | -20.2% | +11.8% | +0.5% |
| YTD | -7.2% | -13.3% | +6.1% | -2.8% |
| 1Y | -20.9% | -22.3% | +1.5% | -12.9% |
| 3Y | +384.0% | +9.7% | +374.3% | +345.0% |
| 5Y | +757.1% | +15.4% | +741.7% | +645.4% |
| All | +1,216.9% | +190.1% | +1,026.8% | +727.9% |
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