+378.5%
APP vs VEEV
-2.6%
+381.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.1% | -0.5% |
| 7D | +0.1% | -5.2% | +5.2% | +3.1% |
| 30D | -10.0% | +14.9% | -24.9% | -18.5% |
| 3M | -44.6% | +58.4% | -103.0% | -59.6% |
| 6M | -37.9% | +35.5% | -73.3% | -50.3% |
| YTD | -53.7% | +18.6% | -72.3% | -59.7% |
| 1Y | -43.0% | -6.3% | -36.6% | -43.0% |
| 3Y | +640.8% | +20.2% | +620.6% | +484.3% |
| 5Y | +358.8% | -13.8% | +372.6% | +335.8% |
| All | +378.5% | -2.6% | +381.2% | +290.9% |
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