+4,678.0%
AZN vs VTRS
+167.6%
+4,510.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | +1.1% | +3.3% | -2.3% | +0.5% |
| 3M | -12.1% | +2.0% | -14.1% | -12.5% |
| 6M | -17.1% | +19.9% | -37.1% | -19.8% |
| YTD | -12.0% | +35.7% | -47.7% | -16.7% |
| 1Y | -0.2% | +68.1% | -68.3% | -8.9% |
| 3Y | +26.8% | +87.1% | -60.3% | +12.1% |
| 5Y | +56.9% | +47.6% | +9.2% | +41.8% |
| 10Y | +226.7% | -48.2% | +274.9% | +230.4% |
| All | +4,678.0% | +167.6% | +4,510.4% | +3,457.9% |
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