+31,987.2%
AVGO vs VTRS
+53.5%
+31,933.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | -0.8% | -3.5% | +2.7% | +0.2% |
| 30D | -13.7% | +2.1% | -15.8% | -14.3% |
| 3M | -6.9% | +2.6% | -9.6% | -8.2% |
| 6M | +5.8% | +17.8% | -12.0% | -0.3% |
| YTD | +5.7% | +35.7% | -30.0% | -4.8% |
| 1Y | +9.0% | +63.5% | -54.5% | -7.5% |
| 3Y | +340.5% | +85.1% | +255.4% | +249.6% |
| 5Y | +711.1% | +42.5% | +668.6% | +574.5% |
| 10Y | +2,856.4% | -48.2% | +2,904.6% | +2,925.4% |
| All | +31,987.2% | +53.5% | +31,933.7% | +18,101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling