+16,311.0%
INTC vs VTRS
+553.2%
+15,757.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +7.5% | -2.2% | +9.6% | +7.9% |
| 30D | +2.0% | +3.3% | -1.3% | +1.2% |
| 3M | -12.0% | +2.0% | -14.0% | -12.8% |
| 6M | +114.5% | +19.9% | +94.6% | +105.2% |
| YTD | +179.0% | +35.7% | +143.2% | +159.8% |
| 1Y | +318.3% | +68.1% | +250.2% | +271.8% |
| 3Y | +171.2% | +87.1% | +84.1% | +133.2% |
| 5Y | +107.6% | +47.6% | +59.9% | +84.2% |
| 10Y | +258.5% | -48.2% | +306.7% | +267.7% |
| All | +16,311.0% | +553.2% | +15,757.8% | +7,434.7% |
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 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