+77.0%
VTRS vs EXEL
+268.9%
-191.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | +2.1% | +10.1% | -8.0% | +0.7% |
| 3M | +2.6% | +10.1% | -7.5% | +1.2% |
| 6M | +17.8% | +37.7% | -19.9% | +12.3% |
| YTD | +35.7% | +33.1% | +2.6% | +29.8% |
| 1Y | +63.5% | +52.4% | +11.1% | +52.9% |
| 3Y | +85.1% | +163.8% | -78.7% | +57.7% |
| 5Y | +42.5% | +198.5% | -156.0% | +17.7% |
| 10Y | -48.2% | +386.9% | -435.1% | -62.5% |
| All | +77.0% | +268.9% | -191.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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