+21.6%
VTRS vs ADVB
-50.5%
+72.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -23.6% | +24.3% | +0.2% |
| 7D | +4.6% | +27.8% | -23.2% | +5.4% |
| 30D | +19.4% | -50.8% | +70.2% | +17.6% |
| 3M | +30.8% | -70.5% | +101.3% | +27.5% |
| 6M | +21.6% | -46.7% | +68.4% | +21.0% |
| All | +21.6% | -50.5% | +72.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 6mo: compounded portfolio wealth divided by compounded ADVB 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…
6mo analysis · Full analysis span regression · 6 months rolling