-11.3%
ABT vs VTRS
+47.1%
-58.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -5.9% | -2.2% | -3.7% | -5.5% |
| 30D | -8.1% | +3.3% | -11.4% | -8.6% |
| 3M | +14.5% | +2.0% | +12.5% | +13.9% |
| 6M | -6.3% | +19.9% | -26.2% | -9.5% |
| YTD | -17.1% | +35.7% | -52.9% | -22.0% |
| 1Y | -21.4% | +68.1% | -89.5% | -29.0% |
| 3Y | +5.9% | +87.1% | -81.2% | -9.3% |
| All | -11.3% | +47.1% | -58.4% | -23.1% |
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