+543.1%
VEEV vs VTRS
-48.4%
+591.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -4.6% | -2.2% | -2.4% | -4.2% |
| 30D | +8.6% | +3.3% | +5.3% | +8.0% |
| 3M | +62.4% | +2.0% | +60.4% | +61.6% |
| 6M | +40.3% | +19.9% | +20.3% | +35.1% |
| YTD | +17.5% | +35.7% | -18.2% | +10.3% |
| 1Y | -6.1% | +68.1% | -74.2% | -15.7% |
| 3Y | +16.7% | +87.1% | -70.4% | +0.7% |
| 5Y | -13.3% | +47.6% | -61.0% | -23.6% |
| All | +543.1% | -48.4% | +591.5% | +556.5% |
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