+74.6%
BA vs VEEV
+538.1%
-463.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.2% | -7.1% | +5.9% | +0.4% |
| 30D | -11.3% | +11.1% | -22.5% | -13.8% |
| 3M | -3.8% | +55.5% | -59.3% | -13.9% |
| 6M | -8.3% | +33.4% | -41.6% | -15.4% |
| YTD | -4.9% | +16.8% | -21.8% | -9.8% |
| 1Y | -10.1% | -7.7% | -2.3% | -9.8% |
| 3Y | -2.3% | +18.4% | -20.7% | -10.1% |
| 5Y | -3.5% | -14.8% | +11.3% | -8.0% |
| 10Y | +74.6% | +546.5% | -472.0% | +3.7% |
| All | +74.6% | +538.1% | -463.6% | +3.7% |
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