+2,467.6%
IBM vs VTRS
+552.8%
+1,914.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.5% |
| 7D | +3.6% | -3.5% | +7.0% | +4.1% |
| 30D | +1.5% | +2.1% | -0.6% | +1.2% |
| 3M | -12.9% | +2.6% | -15.5% | -13.3% |
| 6M | -3.9% | +17.8% | -21.7% | -6.7% |
| YTD | -17.3% | +35.7% | -53.0% | -21.8% |
| 1Y | -5.0% | +63.5% | -68.5% | -13.0% |
| 3Y | +78.2% | +85.1% | -6.9% | +57.6% |
| 5Y | +120.6% | +42.5% | +78.1% | +100.2% |
| 10Y | +144.5% | -48.2% | +192.7% | +147.6% |
| All | +2,467.6% | +552.8% | +1,914.9% | +1,390.6% |
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