+160.4%
AMAT vs VEEV
+81.4%
+79.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.5% |
| 7D | +19.3% | -2.5% | +21.8% | +19.4% |
| 30D | -17.9% | +0.3% | -18.2% | -18.0% |
| 3M | -30.4% | +25.2% | -55.6% | -31.3% |
| 6M | -11.4% | +89.7% | -101.1% | -16.9% |
| YTD | +48.8% | +35.5% | +13.3% | +51.6% |
| 1Y | +66.0% | +1.8% | +64.2% | +84.7% |
| All | +160.4% | +81.4% | +79.1% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling