+46.4%
VTRS vs RGEN
-44.2%
+90.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.2% | -1.4% | -0.7% | -2.0% |
| 30D | +3.3% | -0.3% | +3.6% | +3.3% |
| 3M | +2.0% | +23.9% | -21.9% | -2.1% |
| 6M | +19.9% | +38.5% | -18.6% | +12.4% |
| YTD | +35.7% | +0.8% | +34.9% | +34.0% |
| 1Y | +68.1% | +38.2% | +29.9% | +56.8% |
| 3Y | +87.1% | +1.3% | +85.8% | +77.7% |
| All | +46.4% | -44.2% | +90.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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