+5.4%
B vs VEEV
+3.3%
+2.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -7.3% | -0.7% | -6.6% | -7.3% |
| 30D | -3.3% | +1.4% | -4.7% | -3.4% |
| 3M | -7.8% | +19.4% | -27.1% | -7.6% |
| 6M | -15.5% | +93.6% | -109.2% | -13.3% |
| YTD | -12.3% | +35.1% | -47.3% | -10.3% |
| 1Y | +5.4% | +3.4% | +2.0% | +3.2% |
| All | +5.4% | +3.3% | +2.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling