-12.4%
BAX vs VEEV
+693.5%
-705.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +4.1% | +1.4% | +2.7% | +3.9% |
| 3M | -4.5% | +19.4% | -23.9% | -7.4% |
| 6M | +49.2% | +93.6% | -44.4% | +33.7% |
| YTD | +35.2% | +35.1% | +0.2% | +27.7% |
| 1Y | +38.3% | +3.4% | +34.9% | +36.0% |
| 3Y | -19.0% | +81.4% | -100.4% | -28.1% |
| 5Y | -64.2% | -5.1% | -59.1% | -65.7% |
| 10Y | -35.7% | +661.2% | -697.0% | -54.8% |
| All | -12.4% | +693.5% | -705.9% | -40.7% |
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