+272.2%
QCOM vs VTRS
-48.8%
+320.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +4.9% | -3.3% | +8.2% | +5.9% |
| 30D | +9.3% | +1.4% | +8.0% | +8.8% |
| 3M | -7.0% | +4.6% | -11.6% | -8.7% |
| 6M | +32.0% | +18.1% | +14.0% | +24.9% |
| YTD | +5.0% | +34.7% | -29.6% | -4.7% |
| 1Y | +13.6% | +65.6% | -52.0% | -3.0% |
| 3Y | +77.6% | +83.8% | -6.2% | +43.1% |
| 5Y | +38.2% | +46.5% | -8.3% | +15.6% |
| All | +272.2% | -48.8% | +320.9% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling