+103.4%
AMGN vs VEEV
-13.7%
+117.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -13.7% | -4.6% | -9.1% | -13.4% |
| 30D | -8.8% | +8.6% | -17.4% | -9.3% |
| 3M | +7.2% | +62.4% | -55.2% | +3.7% |
| 6M | +1.3% | +40.3% | -39.0% | -1.1% |
| YTD | +17.6% | +17.5% | +0.1% | +16.5% |
| 1Y | +37.2% | -6.1% | +43.3% | +38.2% |
| 3Y | +57.7% | +16.7% | +41.1% | +54.8% |
| All | +103.4% | -13.7% | +117.2% | +108.6% |
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