+32.9%
VTR vs EXEL
+48.5%
-15.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | -0.3% | -4.9% | +4.6% | -0.2% |
| 30D | +1.1% | +11.4% | -10.3% | +0.9% |
| 3M | +7.9% | +4.9% | +3.0% | +7.8% |
| 6M | +6.2% | +34.4% | -28.3% | +6.6% |
| YTD | +17.7% | +28.0% | -10.3% | +18.2% |
| 1Y | +32.9% | +43.6% | -10.7% | +34.8% |
| All | +32.9% | +48.5% | -15.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling