+126.7%
VTRS vs SN
+671.3%
-544.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | +4.6% | +1.5% | +3.0% | +4.3% |
| 30D | +19.4% | +21.5% | -2.1% | +15.6% |
| 3M | +30.8% | +20.0% | +10.7% | +26.6% |
| 6M | +21.6% | +119.9% | -98.3% | +6.2% |
| YTD | +71.2% | +102.3% | -31.1% | +50.9% |
| 1Y | +97.6% | +148.0% | -50.4% | +68.6% |
| 3Y | +163.9% | +450.0% | -286.1% | +105.5% |
| All | +126.7% | +671.3% | -544.6% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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