+20.5%
BMY vs VTRS
+84.5%
-64.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.2% |
| 30D | -0.1% | +3.3% | -3.4% | -1.0% |
| 3M | +13.1% | +2.0% | +11.1% | +12.3% |
| 6M | +8.4% | +19.9% | -11.5% | +2.6% |
| YTD | +22.0% | +35.7% | -13.8% | +10.9% |
| 1Y | +40.3% | +68.1% | -27.8% | +19.7% |
| 3Y | +20.5% | +87.1% | -66.6% | -9.7% |
| All | +20.5% | +84.5% | -64.0% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling