+528.8%
APP vs VEEV
+12.6%
+516.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.3% |
| 7D | +79.2% | -0.2% | +79.4% | +79.2% |
| 30D | +48.0% | +3.5% | +44.5% | +44.9% |
| 3M | +18.2% | +32.9% | -14.7% | -2.1% |
| 6M | -12.5% | +84.2% | -96.7% | -42.2% |
| YTD | -39.2% | +37.3% | -76.4% | -51.6% |
| 1Y | -33.9% | +3.9% | -37.8% | -37.8% |
| 3Y | +933.3% | +83.9% | +849.4% | +514.3% |
| 5Y | +295.9% | -4.3% | +300.1% | +254.7% |
| All | +528.8% | +12.6% | +516.2% | +369.8% |
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