-28.3%
BABA vs VEEV
-4.9%
-23.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.9% |
| 7D | +11.6% | -2.9% | +14.6% | +12.7% |
| 30D | +2.3% | +7.5% | -5.2% | -0.1% |
| 3M | -13.7% | +39.5% | -53.1% | -23.5% |
| 6M | -21.9% | +81.5% | -103.4% | -37.5% |
| YTD | -24.6% | +36.1% | -60.7% | -33.7% |
| 1Y | -34.1% | +4.3% | -38.4% | -35.8% |
| 3Y | +36.3% | +54.8% | -18.6% | +5.1% |
| All | -28.3% | -4.9% | -23.4% | -19.7% |
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 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