+126.6%
ADM vs VEEV
+656.9%
-530.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | +4.2% | -0.7% | +4.9% | +4.2% |
| 30D | -12.8% | +1.4% | -14.2% | -13.0% |
| 3M | -8.5% | +19.4% | -27.8% | -10.0% |
| 6M | -10.9% | +93.6% | -104.5% | -16.3% |
| YTD | +29.4% | +35.1% | -5.7% | +25.3% |
| 1Y | +27.5% | +3.4% | +24.2% | +26.7% |
| 3Y | +10.3% | +81.4% | -71.0% | +1.8% |
| 5Y | +27.4% | -5.1% | +32.4% | +25.2% |
| All | +126.6% | +656.9% | -530.2% | +82.5% |
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