+19.3%
BABA vs VEEV
+934.1%
-914.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -5.4% | +3.5% | -8.8% | -6.5% |
| 3M | -17.9% | +32.9% | -50.9% | -25.9% |
| 6M | -24.1% | +84.2% | -108.3% | -39.0% |
| YTD | -27.4% | +37.3% | -64.7% | -36.5% |
| 1Y | -36.1% | +3.9% | -40.0% | -38.7% |
| 3Y | +35.4% | +83.9% | -48.6% | +2.1% |
| 5Y | -30.1% | -4.3% | -25.8% | -36.3% |
| 10Y | +15.8% | +669.1% | -653.2% | -45.3% |
| All | +19.3% | +934.1% | -914.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling