+407.0%
AXP vs VEEV
+656.9%
-249.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +4.4% | +1.4% | +3.0% | +4.1% |
| 3M | -6.4% | +19.4% | -25.8% | -10.0% |
| 6M | +4.2% | +93.6% | -89.5% | -9.8% |
| YTD | -12.4% | +35.1% | -47.4% | -18.6% |
| 1Y | -11.1% | +3.4% | -14.5% | -12.9% |
| 3Y | +114.9% | +81.4% | +33.5% | +84.2% |
| 5Y | +87.4% | -5.1% | +92.5% | +75.8% |
| All | +407.0% | +656.9% | -249.8% | +197.8% |
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 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