+180.9%
B vs VEEV
+702.0%
-521.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.7% | -1.9% | -0.8% | -2.5% |
| 30D | -4.3% | +3.0% | -7.4% | -4.6% |
| 3M | -2.3% | +28.8% | -31.1% | -4.5% |
| 6M | -16.2% | +91.3% | -107.5% | -21.0% |
| YTD | -8.8% | +36.5% | -45.4% | -11.7% |
| 1Y | +11.4% | +1.9% | +9.5% | +10.7% |
| 3Y | +174.3% | +84.6% | +89.7% | +155.9% |
| 5Y | +116.2% | -2.6% | +118.8% | +108.9% |
| 10Y | +222.7% | +669.4% | -446.7% | +185.3% |
| All | +180.9% | +702.0% | -521.1% | +142.8% |
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 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