+130.8%
VTR vs EXEL
+160.7%
-29.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -1.8% | -2.9% | +1.1% | -1.6% |
| 30D | +4.0% | +11.9% | -7.9% | +3.1% |
| 3M | +7.8% | +9.2% | -1.4% | +7.0% |
| 6M | +6.4% | +39.1% | -32.7% | +3.6% |
| YTD | +18.3% | +31.0% | -12.7% | +15.6% |
| 1Y | +33.9% | +52.3% | -18.4% | +28.9% |
| All | +130.8% | +160.7% | -29.9% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling