+1,534.9%
ASML vs VTRS
-33.8%
+1,568.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.8% |
| 7D | -2.9% | +10.2% | -13.1% | -5.4% |
| 30D | -15.2% | +18.2% | -33.4% | -19.0% |
| 3M | -12.9% | +29.0% | -41.9% | -18.9% |
| 6M | -5.0% | +23.2% | -28.3% | -10.9% |
| YTD | +41.8% | +71.4% | -29.6% | +20.8% |
| 1Y | +46.0% | +112.3% | -66.2% | +16.8% |
| 3Y | +133.5% | +157.1% | -23.6% | +71.6% |
| 5Y | +93.0% | +77.0% | +16.0% | +53.3% |
| 10Y | +1,534.9% | -31.8% | +1,566.7% | +1,435.1% |
| All | +1,534.9% | -33.8% | +1,568.7% | +1,435.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling