-38.3%
BAX vs VEEV
+552.6%
-590.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -5.4% | -8.2% | +2.8% | -3.9% |
| 30D | -12.4% | +10.3% | -22.7% | -14.3% |
| 3M | +19.1% | +59.4% | -40.3% | +8.6% |
| 6M | +38.6% | +37.6% | +1.0% | +29.2% |
| YTD | +26.7% | +16.9% | +9.8% | +21.6% |
| 1Y | +1.0% | -5.0% | +6.0% | +0.6% |
| 3Y | -33.9% | +18.5% | -52.3% | -38.1% |
| 5Y | -67.0% | -13.8% | -53.2% | -68.0% |
| All | -38.3% | +552.6% | -590.9% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling