+1,761.8%
ASML vs VTRS
-48.6%
+1,810.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +1.4% | +1.9% | -0.5% | +0.8% |
| 3M | +1.0% | +5.1% | -4.0% | -0.9% |
| 6M | +37.0% | +20.1% | +16.9% | +29.3% |
| YTD | +65.8% | +36.6% | +29.2% | +50.6% |
| 1Y | +123.1% | +64.1% | +59.0% | +91.8% |
| 3Y | +188.2% | +86.4% | +101.8% | +132.4% |
| 5Y | +115.6% | +40.9% | +74.7% | +82.4% |
| 10Y | +1,761.8% | -48.7% | +1,810.6% | +1,794.3% |
| All | +1,761.8% | -48.6% | +1,810.5% | +1,794.3% |
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