-11.6%
ABT vs VEEV
-14.9%
+3.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -5.0% | -8.2% | +3.2% | -3.8% |
| 30D | -5.8% | +10.3% | -16.1% | -7.4% |
| 3M | +16.7% | +59.4% | -42.6% | +8.6% |
| 6M | -5.2% | +37.6% | -42.8% | -10.3% |
| YTD | -16.0% | +16.9% | -32.9% | -18.7% |
| 1Y | -18.3% | -5.0% | -13.3% | -18.6% |
| 3Y | +9.2% | +18.5% | -9.2% | +3.1% |
| 5Y | -11.6% | -13.8% | +2.3% | -12.9% |
| All | -11.6% | -14.9% | +3.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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