+371.8%
AZN vs VEEV
+586.8%
-215.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.1% | -8.2% | +5.1% | -2.0% |
| 30D | +0.6% | +10.3% | -9.8% | -0.9% |
| 3M | -10.8% | +59.4% | -70.2% | -16.5% |
| 6M | -18.1% | +37.6% | -55.7% | -22.2% |
| YTD | -12.3% | +16.9% | -29.2% | -14.8% |
| 1Y | -0.2% | -5.0% | +4.8% | -0.5% |
| 3Y | +23.4% | +18.5% | +4.9% | +17.3% |
| 5Y | +56.4% | -13.8% | +70.2% | +52.3% |
| 10Y | +225.7% | +547.0% | -321.3% | +137.2% |
| All | +371.8% | +586.8% | -215.0% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling