+187.4%
ABBV vs VTRS
+47.1%
+140.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +0.3% | -2.2% | +2.4% | +0.7% |
| 30D | +3.4% | +3.3% | 0.0% | +2.7% |
| 3M | +15.2% | +2.0% | +13.2% | +14.7% |
| 6M | +14.7% | +19.9% | -5.3% | +10.6% |
| YTD | +15.2% | +35.7% | -20.5% | +8.1% |
| 1Y | +20.4% | +68.1% | -47.7% | +8.1% |
| 3Y | +91.3% | +87.1% | +4.3% | +64.9% |
| All | +187.4% | +47.1% | +140.3% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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