+2,383.0%
INFY vs VTRS
+68.8%
+2,314.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -5.4% | -2.2% | -3.2% | -4.9% |
| 30D | -9.9% | +3.3% | -13.2% | -10.6% |
| 3M | -4.6% | +2.0% | -6.6% | -5.0% |
| 6M | -18.5% | +19.9% | -38.4% | -22.2% |
| YTD | -36.5% | +35.7% | -72.3% | -41.5% |
| 1Y | -32.8% | +68.1% | -100.8% | -41.2% |
| 3Y | -32.2% | +87.1% | -119.3% | -43.6% |
| 5Y | -44.7% | +47.6% | -92.3% | -52.5% |
| 10Y | +82.3% | -48.2% | +130.5% | +85.4% |
| All | +2,383.0% | +68.8% | +2,314.2% | +1,445.5% |
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