-12.3%
BAX vs VEEV
+623.9%
-636.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.5% |
| 7D | -1.1% | -0.6% | -0.6% | -1.1% |
| 30D | -5.5% | +28.8% | -34.3% | -9.4% |
| 3M | +33.5% | +54.0% | -20.5% | +24.3% |
| 6M | +35.9% | +46.0% | -10.1% | +26.9% |
| YTD | +35.4% | +23.2% | +12.1% | +29.7% |
| 1Y | +9.8% | +1.9% | +7.9% | +8.1% |
| 3Y | -32.7% | +27.0% | -59.8% | -37.0% |
| 5Y | -65.6% | -13.4% | -52.2% | -66.6% |
| 10Y | -34.9% | +575.2% | -610.1% | -53.5% |
| All | -12.3% | +623.9% | -636.2% | -39.8% |
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