+61.6%
AG vs VEEV
+556.2%
-494.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.0% |
| 7D | -6.7% | -4.6% | -2.1% | -5.8% |
| 30D | +2.2% | +8.6% | -6.5% | +0.2% |
| 3M | +15.7% | +62.4% | -46.7% | +3.8% |
| 6M | -23.8% | +40.3% | -64.0% | -29.8% |
| YTD | +17.6% | +17.5% | +0.1% | +12.5% |
| 1Y | +88.6% | -6.1% | +94.7% | +89.0% |
| 3Y | +253.4% | +16.7% | +236.8% | +229.4% |
| 5Y | +62.4% | -13.3% | +75.8% | +53.5% |
| All | +61.6% | +556.2% | -494.5% | +19.4% |
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 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