+102.0%
BMY vs VEEV
+596.9%
-495.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.8% |
| 7D | -3.3% | -5.2% | +1.8% | -2.8% |
| 30D | 0.0% | +14.9% | -15.0% | -1.6% |
| 3M | +17.7% | +58.4% | -40.6% | +12.0% |
| 6M | +9.6% | +35.5% | -25.8% | +5.7% |
| YTD | +24.0% | +18.6% | +5.3% | +21.0% |
| 1Y | +45.1% | -6.3% | +51.5% | +45.1% |
| 3Y | +22.5% | +20.2% | +2.3% | +17.9% |
| 5Y | +22.3% | -13.8% | +36.1% | +20.4% |
| 10Y | +62.0% | +542.0% | -480.1% | +22.1% |
| All | +102.0% | +596.9% | -495.0% | +44.7% |
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