+107.2%
VTRS vs IBB
+546.5%
-439.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.2% |
| 7D | -0.1% | -1.7% | +1.5% | +1.0% |
| 30D | +1.9% | +4.9% | -3.0% | -1.5% |
| 3M | +5.1% | +24.2% | -19.2% | -9.0% |
| 6M | +20.1% | +23.8% | -3.8% | +3.9% |
| YTD | +36.6% | +23.0% | +13.6% | +18.5% |
| 1Y | +64.1% | +46.2% | +17.9% | +27.3% |
| 3Y | +86.4% | +64.8% | +21.5% | +33.3% |
| 5Y | +40.9% | +20.9% | +20.0% | +20.4% |
| 10Y | -48.7% | +121.6% | -170.3% | -71.0% |
| All | +107.2% | +546.5% | -439.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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