+349.1%
BAC vs VEEV
+702.0%
-352.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -1.9% | 0.0% | -1.5% |
| 30D | -7.2% | +3.0% | -10.2% | -7.7% |
| 3M | -20.4% | +28.8% | -49.2% | -24.1% |
| 6M | +1.3% | +91.3% | -90.0% | -10.2% |
| YTD | -6.4% | +36.5% | -42.9% | -12.4% |
| 1Y | -3.5% | +1.9% | -5.4% | -5.0% |
| 3Y | +96.7% | +84.6% | +12.1% | +71.3% |
| 5Y | +20.6% | -2.6% | +23.2% | +14.2% |
| 10Y | +233.0% | +669.4% | -436.4% | +103.4% |
| All | +349.1% | +702.0% | -352.9% | +154.7% |
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 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