+42.5%
VTRS vs ALK
-28.1%
+70.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -2.7% |
| 30D | +2.1% | -14.6% | +16.7% | +6.1% |
| 3M | +2.6% | -10.6% | +13.2% | +4.7% |
| 6M | +17.8% | -6.7% | +24.5% | +17.7% |
| YTD | +35.7% | -19.8% | +55.4% | +39.9% |
| 1Y | +63.5% | -35.2% | +98.7% | +77.7% |
| 3Y | +85.1% | +1.4% | +83.7% | +65.0% |
| 5Y | +42.5% | -30.7% | +73.1% | +42.2% |
| All | +42.5% | -28.1% | +70.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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