-44.0%
ACHR vs VEEV
-6.6%
-37.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | -2.3% | -4.6% | +2.3% | +0.2% |
| 30D | -11.3% | +8.6% | -19.9% | -15.8% |
| 3M | +5.3% | +62.4% | -57.1% | -20.8% |
| 6M | -13.2% | +40.3% | -53.5% | -29.9% |
| YTD | -25.8% | +17.5% | -43.3% | -34.2% |
| 1Y | -34.3% | -6.1% | -28.2% | -34.0% |
| 3Y | -19.9% | +16.7% | -36.6% | -31.9% |
| 5Y | -42.7% | -13.3% | -29.3% | -48.4% |
| All | -44.0% | -6.6% | -37.5% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling