+87.1%
VTRS vs BRKR
-11.8%
+98.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.2% | -8.7% | +6.5% | -0.4% |
| 30D | +3.3% | -9.9% | +13.2% | +5.4% |
| 3M | +2.0% | -3.1% | +5.1% | +1.0% |
| 6M | +19.9% | +45.5% | -25.6% | +6.5% |
| YTD | +35.7% | +13.7% | +22.1% | +27.0% |
| 1Y | +68.1% | +67.4% | +0.7% | +41.0% |
| 3Y | +87.1% | -13.2% | +100.3% | +73.8% |
| All | +87.1% | -11.8% | +98.9% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling