+11.7%
BABA vs VEEV
+656.9%
-645.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -13.8% | -0.7% | -13.0% | -13.6% |
| 30D | -15.1% | +1.4% | -16.5% | -15.6% |
| 3M | -22.7% | +19.4% | -42.1% | -27.9% |
| 6M | -34.7% | +93.6% | -128.3% | -49.0% |
| YTD | -35.0% | +35.1% | -70.1% | -43.2% |
| 1Y | -40.4% | +3.4% | -43.8% | -42.7% |
| 3Y | +21.9% | +81.4% | -59.5% | -9.6% |
| 5Y | -39.9% | -5.1% | -34.8% | -45.4% |
| All | +11.7% | +656.9% | -645.1% | -50.7% |
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