+46.4%
VTRS vs OSCR
+96.8%
-50.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | +3.3% | +10.7% | -7.4% | +2.4% |
| 3M | +2.0% | +13.4% | -11.4% | +0.8% |
| 6M | +19.9% | +144.6% | -124.6% | +11.6% |
| YTD | +35.7% | +128.0% | -92.3% | +26.5% |
| 1Y | +68.1% | +68.7% | -0.6% | +59.0% |
| 3Y | +87.1% | +398.8% | -311.7% | +55.4% |
| All | +46.4% | +96.8% | -50.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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