+2,194.5%
SAP vs VTRS
+119.3%
+2,075.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | +2.6% | +1.9% | +0.7% | +2.1% |
| 3M | +16.3% | +5.1% | +11.2% | +14.7% |
| 6M | +6.4% | +20.1% | -13.7% | +1.3% |
| YTD | -11.4% | +36.6% | -48.0% | -18.5% |
| 1Y | -20.4% | +64.1% | -84.5% | -30.0% |
| 3Y | +56.5% | +86.4% | -29.8% | +30.6% |
| 5Y | +56.8% | +40.9% | +15.9% | +36.8% |
| 10Y | +176.2% | -48.7% | +224.9% | +182.6% |
| All | +2,194.5% | +119.3% | +2,075.2% | +1,287.4% |
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