+23.9%
BABA vs VEEV
+925.1%
-901.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.3% |
| 6M | -21.9% | +81.5% | -103.4% | -36.9% |
| YTD | -24.6% | +36.1% | -60.7% | -33.9% |
| 1Y | -34.1% | +4.3% | -38.4% | -36.9% |
| 3Y | +36.3% | +54.8% | -18.6% | +9.1% |
| 5Y | -26.7% | -4.7% | -22.0% | -33.1% |
| 10Y | +19.2% | +709.1% | -689.9% | -44.3% |
| All | +23.9% | +925.1% | -901.2% | -48.4% |
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