+22.0%
BMY vs VEEV
+18.2%
+3.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -4.8% | -7.1% | +2.3% | -4.2% |
| 30D | -0.7% | +11.1% | -11.8% | -1.6% |
| 3M | +15.3% | +55.5% | -40.2% | +10.9% |
| 6M | +8.5% | +33.4% | -24.8% | +5.9% |
| YTD | +23.4% | +16.8% | +6.6% | +22.3% |
| 1Y | +42.9% | -7.7% | +50.7% | +45.6% |
| All | +22.0% | +18.2% | +3.8% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling