+250.3%
BAX vs VTR
+1,499.7%
-1,249.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | -1.1% | -1.7% | +0.5% | -0.9% |
| 30D | -5.5% | -2.4% | -3.0% | -5.2% |
| 3M | +33.5% | +14.8% | +18.8% | +31.0% |
| 6M | +35.9% | +5.3% | +30.5% | +34.7% |
| YTD | +35.4% | +18.1% | +17.3% | +32.3% |
| 1Y | +9.8% | +36.7% | -27.0% | +5.1% |
| 3Y | -32.7% | +130.1% | -162.8% | -39.9% |
| 5Y | -65.6% | +89.5% | -155.1% | -68.7% |
| 10Y | -34.9% | +87.4% | -122.3% | -43.0% |
| All | +250.3% | +1,499.7% | -1,249.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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