+1,591.4%
AMAT vs VEEV
+578.7%
+1,012.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +5.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -14.8% | +28.8% | -43.6% | -23.3% |
| 3M | -9.3% | +54.0% | -63.3% | -25.5% |
| 6M | +27.4% | +46.0% | -18.6% | +5.0% |
| YTD | +77.6% | +23.2% | +54.3% | +56.6% |
| 1Y | +188.9% | +1.9% | +187.1% | +175.5% |
| 3Y | +202.3% | +27.0% | +175.3% | +148.8% |
| 5Y | +248.9% | -13.4% | +262.3% | +230.9% |
| All | +1,591.4% | +578.7% | +1,012.7% | +480.7% |
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