+50.4%
VTRS vs ABCL
-81.2%
+131.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +4.6% | -3.3% | +7.9% | +4.9% |
| 30D | +19.4% | -7.1% | +26.5% | +19.8% |
| 3M | +30.8% | +4.7% | +26.0% | +29.5% |
| 6M | +21.6% | +140.9% | -119.2% | +10.2% |
| YTD | +71.2% | +236.0% | -164.8% | +48.6% |
| 1Y | +97.6% | +217.4% | -119.8% | +72.3% |
| 3Y | +163.9% | +188.7% | -24.8% | +121.2% |
| 5Y | +82.1% | -23.5% | +105.6% | +66.6% |
| All | +50.4% | -81.2% | +131.5% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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