-50.0%
VTRS vs DGX
+255.3%
-305.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | +3.3% | -1.2% | +4.5% | +3.8% |
| 3M | +2.0% | +15.8% | -13.8% | -4.4% |
| 6M | +19.9% | +18.2% | +1.8% | +11.2% |
| YTD | +35.7% | +37.2% | -1.5% | +17.5% |
| 1Y | +68.1% | +30.4% | +37.7% | +48.4% |
| 3Y | +87.1% | +96.7% | -9.6% | +37.0% |
| 5Y | +47.6% | +67.2% | -19.5% | +13.9% |
| All | -50.0% | +255.3% | -305.3% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling