-2.9%
ADSK vs VEEV
+18.9%
-21.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -4.6% | +2.1% | -0.6% |
| 30D | -14.9% | +8.6% | -23.5% | -17.7% |
| 3M | +3.3% | +62.4% | -59.1% | -14.1% |
| 6M | -15.7% | +40.3% | -55.9% | -26.5% |
| YTD | -28.2% | +17.5% | -45.8% | -34.3% |
| 1Y | -34.5% | -6.1% | -28.4% | -36.7% |
| 3Y | -2.9% | +16.7% | -19.6% | -11.0% |
| All | -2.9% | +18.9% | -21.8% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling