+696.9%
AVGO vs VEEV
-13.7%
+710.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.1% | -4.6% | +5.8% | +2.3% |
| 30D | -13.0% | +8.6% | -21.6% | -15.2% |
| 3M | -6.0% | +62.4% | -68.4% | -18.7% |
| 6M | +6.4% | +40.3% | -33.9% | -4.5% |
| YTD | +5.0% | +17.5% | -12.6% | -0.8% |
| 1Y | +1.4% | -6.1% | +7.5% | +2.4% |
| 3Y | +336.8% | +16.7% | +320.1% | +299.4% |
| All | +696.9% | -13.7% | +710.6% | +708.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling