+1,670.8%
ASML vs VEEV
+578.7%
+1,092.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.4% | +5.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +2.2% | +28.8% | -26.7% | -7.7% |
| 3M | -2.3% | +54.0% | -56.3% | -18.7% |
| 6M | +23.0% | +46.0% | -23.0% | +2.9% |
| YTD | +61.1% | +23.2% | +37.8% | +43.4% |
| 1Y | +129.1% | +1.9% | +127.2% | +119.7% |
| 3Y | +165.4% | +27.0% | +138.3% | +122.4% |
| 5Y | +109.5% | -13.4% | +122.9% | +98.6% |
| All | +1,670.8% | +578.7% | +1,092.1% | +696.1% |
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