+42.5%
VTRS vs ABCL
-39.4%
+81.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -3.5% | -2.7% | -0.7% | -3.2% |
| 30D | +2.1% | +18.3% | -16.2% | +0.4% |
| 3M | +2.6% | +108.5% | -105.9% | -5.4% |
| 6M | +17.8% | +213.9% | -196.2% | +3.2% |
| YTD | +35.7% | +223.1% | -187.4% | +17.6% |
| 1Y | +63.5% | +160.6% | -97.1% | +43.7% |
| 3Y | +85.1% | +104.3% | -19.1% | +59.4% |
| 5Y | +42.5% | -40.0% | +82.5% | +27.5% |
| All | +42.5% | -39.4% | +81.9% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling