+503.8%
APP vs VEEV
+11.2%
+492.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.3% |
| 7D | +10.6% | -2.5% | +13.0% | +12.1% |
| 30D | +44.6% | +0.3% | +44.3% | +44.2% |
| 3M | +29.6% | +25.2% | +4.4% | +11.5% |
| 6M | -19.8% | +89.7% | -109.5% | -47.9% |
| YTD | -41.6% | +35.5% | -77.0% | -53.2% |
| 1Y | -32.7% | +1.8% | -34.5% | -35.8% |
| 3Y | +799.0% | +83.2% | +715.8% | +435.4% |
| 5Y | +250.4% | -4.8% | +255.2% | +214.6% |
| All | +503.8% | +11.2% | +492.6% | +354.6% |
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 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