+464.9%
AXP vs VEEV
+547.1%
-82.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | +0.6% | -5.2% | +5.7% | +1.6% |
| 30D | -4.3% | +14.9% | -19.3% | -7.3% |
| 3M | +4.7% | +58.4% | -53.7% | -5.4% |
| 6M | +9.0% | +35.5% | -26.5% | +1.2% |
| YTD | -11.1% | +18.6% | -29.8% | -15.3% |
| 1Y | +1.3% | -6.3% | +7.6% | +1.1% |
| 3Y | +114.5% | +20.2% | +94.3% | +99.4% |
| 5Y | +118.0% | -13.8% | +131.8% | +108.7% |
| 10Y | +464.9% | +542.0% | -77.1% | +218.6% |
| All | +464.9% | +547.1% | -82.1% | +218.6% |
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