+358.7%
ALAB vs VEEV
+13.1%
+345.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | +0.6% | -8.2% | +8.8% | +2.6% |
| 30D | -8.8% | +10.3% | -19.1% | -11.1% |
| 3M | -14.0% | +59.4% | -73.4% | -25.8% |
| 6M | +144.3% | +37.6% | +106.7% | +121.7% |
| YTD | +71.0% | +16.9% | +54.1% | +66.4% |
| 1Y | +23.5% | -5.0% | +28.5% | +33.3% |
| All | +358.7% | +13.1% | +345.6% | +293.3% |
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