+46.4%
VTRS vs CHD
+20.9%
+25.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.2% | -4.5% | +2.3% | -1.0% |
| 30D | +3.3% | -6.7% | +10.0% | +5.2% |
| 3M | +2.0% | -2.7% | +4.7% | +2.7% |
| 6M | +19.9% | -4.9% | +24.9% | +21.3% |
| YTD | +35.7% | +13.3% | +22.4% | +31.0% |
| 1Y | +68.1% | +1.0% | +67.1% | +67.0% |
| 3Y | +87.1% | +1.3% | +85.8% | +84.3% |
| All | +46.4% | +20.9% | +25.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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