+159.7%
GILD vs VTRS
-48.4%
+208.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | -4.8% | -2.2% | -2.6% | -4.4% |
| 30D | +5.8% | +3.3% | +2.5% | +5.1% |
| 3M | +14.9% | +2.0% | +12.9% | +14.3% |
| 6M | -0.4% | +19.9% | -20.3% | -4.4% |
| YTD | +18.5% | +35.7% | -17.2% | +10.6% |
| 1Y | +25.1% | +68.1% | -43.0% | +11.4% |
| 3Y | +105.9% | +87.1% | +18.8% | +76.4% |
| 5Y | +143.0% | +47.6% | +95.3% | +113.0% |
| All | +159.7% | -48.4% | +208.1% | +169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling