+53.2%
VTRS vs UMAC
+473.8%
-420.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -2.2% | -3.4% | +1.2% | -2.1% |
| 30D | +3.3% | -15.1% | +18.4% | +3.6% |
| 3M | +2.0% | -10.8% | +12.8% | +1.9% |
| 6M | +19.9% | +15.7% | +4.3% | +18.2% |
| YTD | +35.7% | +80.1% | -44.4% | +31.7% |
| 1Y | +68.1% | +116.7% | -48.6% | +61.3% |
| All | +53.2% | +473.8% | -420.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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