+60.7%
BMY vs VEEV
+556.2%
-495.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -4.6% | -0.1% | -4.3% |
| 30D | -0.1% | +8.6% | -8.7% | -1.1% |
| 3M | +13.1% | +62.4% | -49.3% | +7.2% |
| 6M | +8.4% | +40.3% | -31.8% | +4.0% |
| YTD | +22.0% | +17.5% | +4.4% | +19.2% |
| 1Y | +40.3% | -6.1% | +46.4% | +40.4% |
| 3Y | +20.5% | +16.7% | +3.8% | +16.3% |
| 5Y | +23.7% | -13.3% | +37.1% | +22.5% |
| All | +60.7% | +556.2% | -495.4% | +12.6% |
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