+126.7%
AMAT vs VEEV
-4.9%
+131.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.7% |
| 7D | -14.7% | -2.9% | -11.8% | -14.1% |
| 30D | -36.1% | +7.5% | -43.6% | -37.4% |
| 3M | -36.9% | +39.5% | -76.3% | -42.7% |
| 6M | -22.2% | +81.5% | -103.7% | -36.1% |
| YTD | +29.9% | +36.1% | -6.1% | +17.2% |
| 1Y | +43.3% | +4.3% | +39.0% | +43.2% |
| 3Y | +142.7% | +54.8% | +87.8% | +96.3% |
| All | +126.7% | -4.9% | +131.6% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling