+220,816.6%
CSCO vs VTRS
+623.6%
+220,192.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | 0.0% | -3.5% | +3.4% | +0.7% |
| 30D | -10.7% | +2.1% | -12.8% | -11.1% |
| 3M | -8.7% | +2.6% | -11.4% | -9.5% |
| 6M | +44.9% | +17.8% | +27.1% | +39.1% |
| YTD | +44.1% | +35.7% | +8.5% | +34.0% |
| 1Y | +65.9% | +63.5% | +2.4% | +47.8% |
| 3Y | +109.0% | +85.1% | +23.9% | +78.1% |
| 5Y | +114.8% | +42.5% | +72.3% | +89.0% |
| 10Y | +377.3% | -48.2% | +425.5% | +386.4% |
| All | +220,816.6% | +623.6% | +220,192.9% | +77,120.5% |
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