+66.4%
VTRS vs BB
+251.4%
-185.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -3.3% | -2.1% | -1.2% | -3.1% |
| 30D | +1.4% | -16.0% | +17.4% | +2.9% |
| 3M | +4.6% | -14.5% | +19.2% | +5.4% |
| 6M | +18.1% | +118.6% | -100.5% | +8.0% |
| YTD | +34.7% | +98.9% | -64.3% | +24.2% |
| 1Y | +65.6% | +99.5% | -33.8% | +52.1% |
| 3Y | +83.8% | +65.4% | +18.4% | +66.9% |
| 5Y | +46.5% | -27.6% | +74.1% | +40.5% |
| 10Y | -48.6% | -0.4% | -48.2% | -56.2% |
| All | +66.4% | +251.4% | -185.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling