+46.4%
VTRS vs CNH
+8.8%
+37.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.2% | -5.7% | +3.5% | -0.6% |
| 30D | +3.3% | +26.6% | -23.2% | -4.1% |
| 3M | +2.0% | +31.1% | -29.1% | -6.9% |
| 6M | +19.9% | +24.9% | -4.9% | +10.4% |
| YTD | +35.7% | +48.7% | -13.0% | +18.0% |
| 1Y | +68.1% | +22.2% | +45.9% | +55.1% |
| 3Y | +87.1% | +7.4% | +79.7% | +75.4% |
| All | +46.4% | +8.8% | +37.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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