+25.8%
VZ vs SYK
+4.4%
+21.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -1.0% | -11.8% | +10.8% | +1.5% |
| 30D | +5.8% | -20.4% | +26.1% | +10.6% |
| 3M | +10.5% | -12.1% | +22.6% | +13.0% |
| 6M | +1.8% | -24.3% | +26.1% | +7.2% |
| YTD | +28.3% | -21.2% | +49.5% | +33.8% |
| 1Y | +22.0% | -29.2% | +51.1% | +29.9% |
| 3Y | +81.8% | -2.1% | +83.9% | +79.1% |
| All | +25.8% | +4.4% | +21.4% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling