+15.7%
BABA vs VEEV
+664.3%
-648.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +2.4% | +0.8% | +1.6% | +2.1% |
| 30D | -7.8% | +3.2% | -10.9% | -8.9% |
| 3M | -22.4% | +30.2% | -52.6% | -29.7% |
| 6M | -26.0% | +83.7% | -109.7% | -41.2% |
| YTD | -29.3% | +36.9% | -66.2% | -38.5% |
| 1Y | -37.5% | +3.3% | -40.8% | -39.9% |
| 3Y | +31.9% | +85.1% | -53.2% | -2.9% |
| 5Y | -33.4% | -2.6% | -30.8% | -40.1% |
| 10Y | +15.7% | +676.7% | -661.0% | -49.0% |
| All | +15.7% | +664.3% | -648.6% | -49.0% |
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