+3,847.4%
ANET vs VEEV
+556.2%
+3,291.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.4% |
| 7D | +3.0% | -4.6% | +7.6% | +4.8% |
| 30D | -5.2% | +8.6% | -13.8% | -9.0% |
| 3M | +27.6% | +62.4% | -34.8% | +2.7% |
| 6M | +44.4% | +40.3% | +4.1% | +22.3% |
| YTD | +52.3% | +17.5% | +34.8% | +38.0% |
| 1Y | +30.4% | -6.1% | +36.5% | +29.3% |
| 3Y | +313.3% | +16.7% | +296.6% | +255.1% |
| 5Y | +810.0% | -13.3% | +823.4% | +759.1% |
| All | +3,847.4% | +556.2% | +3,291.2% | +1,282.5% |
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