+391.1%
AMGN vs VEEV
+586.3%
-195.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -11.6% | -7.1% | -4.5% | -10.6% |
| 30D | -5.7% | +11.1% | -16.8% | -7.4% |
| 3M | +14.2% | +55.5% | -41.3% | +6.2% |
| 6M | +5.2% | +33.4% | -28.2% | -0.3% |
| YTD | +22.0% | +16.8% | +5.2% | +17.9% |
| 1Y | +43.6% | -7.7% | +51.4% | +44.0% |
| 3Y | +65.0% | +18.4% | +46.6% | +56.2% |
| 5Y | +112.0% | -14.8% | +126.9% | +108.0% |
| 10Y | +216.6% | +546.5% | -330.0% | +102.0% |
| All | +391.1% | +586.3% | -195.2% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling