+48.3%
VTRS vs BG
+1,169.9%
-1,121.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -2.2% | +3.1% | -5.3% | -3.1% |
| 30D | +3.3% | +10.2% | -6.9% | +0.1% |
| 3M | +2.0% | -1.7% | +3.7% | +1.8% |
| 6M | +19.9% | +1.0% | +19.0% | +18.2% |
| YTD | +35.7% | +39.9% | -4.2% | +20.9% |
| 1Y | +68.1% | +53.2% | +14.9% | +44.9% |
| 3Y | +87.1% | +16.3% | +70.8% | +72.6% |
| 5Y | +47.6% | +83.9% | -36.2% | +15.3% |
| 10Y | -48.2% | +165.1% | -213.3% | -65.8% |
| All | +48.3% | +1,169.9% | -1,121.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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