+1,373.1%
OXY vs VTRS
+553.2%
+819.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.8% | -2.2% | +5.0% | +3.3% |
| 30D | +5.5% | +3.3% | +2.1% | +4.7% |
| 3M | +11.3% | +2.0% | +9.3% | +10.4% |
| 6M | +11.6% | +19.9% | -8.3% | +6.1% |
| YTD | +51.6% | +35.7% | +15.8% | +39.8% |
| 1Y | +36.2% | +68.1% | -31.9% | +19.5% |
| 3Y | +1.7% | +87.1% | -85.4% | -14.3% |
| 5Y | +164.5% | +47.6% | +116.8% | +129.0% |
| 10Y | +6.1% | -48.2% | +54.2% | +9.7% |
| All | +1,373.1% | +553.2% | +819.9% | +835.6% |
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