+390.6%
LLY vs VTRS
+47.1%
+343.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -2.9% | -2.2% | -0.7% | -2.6% |
| 30D | -8.4% | +3.3% | -11.8% | -8.9% |
| 3M | -3.8% | +2.0% | -5.7% | -4.2% |
| 6M | +11.9% | +19.9% | -8.0% | +8.7% |
| YTD | +4.3% | +35.7% | -31.4% | -0.7% |
| 1Y | +48.5% | +68.1% | -19.6% | +36.9% |
| 3Y | +91.2% | +87.1% | +4.2% | +70.6% |
| All | +390.6% | +47.1% | +343.5% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling