+46.5%
VTRS vs CAPR
+66.0%
-19.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.7% |
| 7D | -3.3% | -10.6% | +7.3% | -3.2% |
| 30D | +1.4% | +111.2% | -109.8% | +0.1% |
| 3M | +4.6% | -67.2% | +71.9% | +5.2% |
| 6M | +18.1% | -75.1% | +93.2% | +19.1% |
| YTD | +34.7% | -71.2% | +105.9% | +35.5% |
| 1Y | +65.6% | +31.1% | +34.5% | +57.3% |
| 3Y | +83.8% | +31.3% | +52.4% | +61.1% |
| 5Y | +46.5% | +69.4% | -22.9% | +12.8% |
| All | +46.5% | +66.0% | -19.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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