+298.8%
ALNY vs VEEV
+586.8%
-288.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -6.4% | -8.2% | +1.8% | -3.3% |
| 30D | +11.9% | +10.3% | +1.6% | +6.8% |
| 3M | -15.0% | +59.4% | -74.4% | -30.1% |
| 6M | -23.2% | +37.6% | -60.8% | -34.0% |
| YTD | -37.8% | +16.9% | -54.7% | -43.0% |
| 1Y | -47.3% | -5.0% | -42.3% | -47.8% |
| 3Y | +22.9% | +18.5% | +4.4% | +7.1% |
| 5Y | +30.6% | -13.8% | +44.4% | +24.0% |
| 10Y | +254.6% | +547.0% | -292.3% | +23.1% |
| All | +298.8% | +586.8% | -288.0% | +15.3% |
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 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