+17.2%
APA vs VEEV
+18.2%
-1.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.1% |
| 7D | +0.3% | -7.1% | +7.4% | +0.9% |
| 30D | +9.3% | +11.1% | -1.8% | +8.3% |
| 3M | +23.3% | +55.5% | -32.2% | +19.1% |
| 6M | +39.5% | +33.4% | +6.1% | +36.4% |
| YTD | +87.6% | +16.8% | +70.8% | +85.1% |
| 1Y | +114.2% | -7.7% | +122.0% | +116.9% |
| All | +17.2% | +18.2% | -1.0% | +10.3% |
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