+52.1%
VTRS vs COMP
-47.7%
+99.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +3.3% | +1.4% | +1.9% | +3.1% |
| 30D | -3.6% | -13.3% | +9.7% | -2.4% |
| 3M | +7.0% | +41.1% | -34.2% | +3.1% |
| 6M | +17.5% | +17.2% | +0.3% | +14.3% |
| YTD | +38.8% | +5.2% | +33.6% | +35.9% |
| 1Y | +69.2% | +18.9% | +50.3% | +63.4% |
| 3Y | +77.5% | +215.9% | -138.5% | +51.9% |
| 5Y | +39.9% | -31.2% | +71.1% | +26.5% |
| All | +52.1% | -47.7% | +99.7% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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