+46.5%
VTRS vs COO
-51.8%
+98.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +13.9% | +4.1% |
| 7D | -3.3% | -23.3% | +20.0% | +5.1% |
| 30D | +1.4% | -29.5% | +30.9% | +13.4% |
| 3M | +4.6% | -20.0% | +24.6% | +11.9% |
| 6M | +18.1% | -27.2% | +45.3% | +30.3% |
| YTD | +34.7% | -33.9% | +68.6% | +53.5% |
| 1Y | +65.6% | -19.9% | +85.6% | +76.0% |
| 3Y | +83.8% | -38.1% | +121.9% | +107.1% |
| 5Y | +46.5% | -52.0% | +98.5% | +73.3% |
| All | +46.5% | -51.8% | +98.3% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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