+17,170.0%
LLY vs VTRS
+557.1%
+16,612.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -5.1% | +1.9% | -6.9% | -5.5% |
| 3M | -2.1% | +5.1% | -7.1% | -3.1% |
| 6M | +13.8% | +20.1% | -6.2% | +9.5% |
| YTD | +5.1% | +36.6% | -31.5% | -1.6% |
| 1Y | +53.1% | +64.1% | -11.0% | +38.1% |
| 3Y | +95.6% | +86.4% | +9.3% | +69.0% |
| 5Y | +361.5% | +40.9% | +320.6% | +311.0% |
| 10Y | +1,545.2% | -48.7% | +1,593.9% | +1,570.5% |
| All | +17,170.0% | +557.1% | +16,612.9% | +8,325.1% |
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