+470.4%
ADP vs VEEV
+623.9%
-153.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -3.4% | -0.6% | -2.9% | -3.3% |
| 30D | +2.8% | +28.8% | -26.1% | -2.8% |
| 3M | +20.9% | +54.0% | -33.1% | +10.2% |
| 6M | +29.9% | +46.0% | -16.1% | +19.4% |
| YTD | +9.6% | +23.2% | -13.6% | +4.1% |
| 1Y | -5.3% | +1.9% | -7.1% | -7.0% |
| 3Y | +16.5% | +27.0% | -10.5% | +7.4% |
| 5Y | +49.4% | -13.4% | +62.8% | +44.1% |
| 10Y | +282.2% | +575.2% | -293.0% | +157.3% |
| All | +470.4% | +623.9% | -153.5% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling