+64.9%
VZ vs SYK
+179.2%
-114.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | +0.9% | -9.1% | +10.0% | +3.1% |
| 30D | +7.7% | -20.6% | +28.4% | +13.5% |
| 3M | +9.7% | -9.6% | +19.3% | +11.8% |
| 6M | +3.1% | -19.9% | +23.0% | +7.8% |
| YTD | +30.5% | -21.2% | +51.7% | +36.9% |
| 1Y | +22.5% | -28.4% | +50.9% | +31.4% |
| 3Y | +82.4% | -5.3% | +87.7% | +80.9% |
| 5Y | +28.0% | +6.0% | +22.0% | +21.5% |
| All | +64.9% | +179.2% | -114.3% | +17.5% |
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