+46.4%
VTRS vs BWA
+87.2%
-40.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | +3.3% | -2.9% | +6.3% | +4.3% |
| 3M | +2.0% | -10.7% | +12.7% | +5.8% |
| 6M | +19.9% | +26.5% | -6.5% | +7.6% |
| YTD | +35.7% | +49.1% | -13.4% | +11.6% |
| 1Y | +68.1% | +52.1% | +16.0% | +36.7% |
| 3Y | +87.1% | +72.6% | +14.5% | +39.4% |
| All | +46.4% | +87.2% | -40.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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