+46.4%
VTRS vs SNY
+9.4%
+36.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.2% | -3.3% | +1.1% | -1.0% |
| 30D | +3.3% | -2.2% | +5.5% | +4.1% |
| 3M | +2.0% | -3.0% | +5.0% | +2.9% |
| 6M | +19.9% | +2.7% | +17.2% | +18.4% |
| YTD | +35.7% | -6.8% | +42.6% | +38.6% |
| 1Y | +68.1% | -5.3% | +73.4% | +70.4% |
| 3Y | +87.1% | -9.8% | +96.9% | +90.7% |
| All | +46.4% | +9.4% | +36.9% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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