+87.0%
VTRS vs ABCL
+103.9%
-16.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -3.5% | -2.7% | -0.7% | -3.3% |
| 30D | +2.1% | +18.3% | -16.2% | +0.8% |
| 3M | +2.6% | +108.5% | -105.9% | -3.9% |
| 6M | +17.8% | +213.9% | -196.2% | +5.5% |
| YTD | +35.7% | +223.1% | -187.4% | +20.4% |
| 1Y | +63.5% | +160.6% | -97.1% | +46.8% |
| All | +87.0% | +103.9% | -16.9% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling