+566.5%
VTRS vs GSK
+1,660.2%
-1,093.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.5% | -3.6% | +0.1% | -2.1% |
| 30D | +2.1% | -5.9% | +8.0% | +4.5% |
| 3M | +2.6% | -4.3% | +6.9% | +4.2% |
| 6M | +17.8% | -10.8% | +28.6% | +22.7% |
| YTD | +35.7% | +1.8% | +33.9% | +33.8% |
| 1Y | +63.5% | +23.5% | +40.0% | +48.9% |
| 3Y | +85.1% | +49.5% | +35.6% | +53.5% |
| 5Y | +42.5% | +49.7% | -7.2% | +16.5% |
| 10Y | -48.2% | +81.9% | -130.1% | -61.2% |
| All | +566.5% | +1,660.2% | -1,093.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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