+46.5%
ADP vs VEEV
-13.7%
+60.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.6% |
| 7D | -5.5% | -5.2% | -0.3% | -4.3% |
| 30D | -1.2% | +14.9% | -16.2% | -4.7% |
| 3M | +17.9% | +58.4% | -40.5% | +5.6% |
| 6M | +20.3% | +35.5% | -15.1% | +11.1% |
| YTD | +5.8% | +18.6% | -12.8% | +0.1% |
| 1Y | -7.7% | -6.3% | -1.4% | -8.9% |
| 3Y | +14.7% | +20.2% | -5.5% | +5.7% |
| All | +46.5% | -13.7% | +60.3% | +39.4% |
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