+1,321.9%
AMAT vs VEEV
+656.9%
+665.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +11.4% | -0.7% | +12.1% | +11.7% |
| 30D | -17.0% | +1.4% | -18.5% | -17.7% |
| 3M | -30.6% | +19.4% | -50.0% | -35.9% |
| 6M | -14.9% | +93.6% | -108.6% | -37.0% |
| YTD | +44.7% | +35.1% | +9.6% | +22.6% |
| 1Y | +66.9% | +3.4% | +63.5% | +58.7% |
| 3Y | +153.3% | +81.4% | +71.9% | +78.2% |
| 5Y | +146.2% | -5.1% | +151.3% | +124.6% |
| All | +1,321.9% | +656.9% | +665.1% | +383.7% |
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