-31.3%
BABA vs VEEV
-13.1%
-18.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +2.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -11.9% | +28.8% | -40.7% | -19.9% |
| 3M | -9.3% | +54.0% | -63.3% | -22.8% |
| 6M | -14.2% | +46.0% | -60.2% | -26.4% |
| YTD | -22.0% | +23.2% | -45.3% | -29.1% |
| 1Y | -12.7% | +1.9% | -14.6% | -14.9% |
| 3Y | +26.7% | +27.0% | -0.4% | +6.2% |
| All | -31.3% | -13.1% | -18.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling