+2,770.9%
AVGO vs VEEV
+556.2%
+2,214.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.1% | -4.6% | +5.8% | +2.6% |
| 30D | -13.0% | +8.6% | -21.6% | -15.7% |
| 3M | -6.0% | +62.4% | -68.4% | -21.1% |
| 6M | +6.4% | +40.3% | -33.9% | -7.0% |
| YTD | +5.0% | +17.5% | -12.6% | -2.9% |
| 1Y | +1.4% | -6.1% | +7.5% | +1.1% |
| 3Y | +336.8% | +16.7% | +320.1% | +290.5% |
| 5Y | +698.2% | -13.3% | +711.5% | +665.4% |
| All | +2,770.9% | +556.2% | +2,214.8% | +1,294.3% |
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 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