+425.8%
VRTX vs VTR
+100.2%
+325.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | -7.8% | -1.8% | -6.0% | -7.5% |
| 30D | -2.8% | +4.0% | -6.9% | -3.4% |
| 3M | +18.1% | +7.8% | +10.2% | +16.8% |
| 6M | +3.1% | +6.4% | -3.3% | +2.1% |
| YTD | +13.5% | +18.3% | -4.8% | +10.7% |
| 1Y | +32.4% | +33.9% | -1.5% | +26.9% |
| 3Y | +50.0% | +134.3% | -84.3% | +33.2% |
| 5Y | +172.9% | +90.3% | +82.6% | +146.7% |
| All | +425.8% | +100.2% | +325.6% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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