-44.6%
VTRS vs CNH
+64.7%
-109.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.7% |
| 7D | +3.3% | +23.3% | -20.0% | -3.8% |
| 30D | -3.6% | +33.5% | -37.1% | -12.9% |
| 3M | +7.0% | +32.7% | -25.8% | -3.8% |
| 6M | +17.5% | +22.2% | -4.7% | +7.9% |
| YTD | +38.8% | +57.7% | -18.9% | +16.5% |
| 1Y | +69.2% | +28.0% | +41.2% | +52.1% |
| 3Y | +77.5% | +11.5% | +65.9% | +62.4% |
| 5Y | +39.9% | +11.9% | +28.0% | +23.9% |
| 10Y | -47.1% | +162.8% | -209.9% | -66.5% |
| All | -44.6% | +64.7% | -109.3% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling