+142.2%
BP vs VEEV
+656.9%
-514.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | -5.3% | +1.4% | -6.7% | -5.4% |
| 3M | +9.3% | +19.4% | -10.1% | +7.6% |
| 6M | +7.2% | +93.6% | -86.4% | +1.5% |
| YTD | +38.0% | +35.1% | +3.0% | +34.2% |
| 1Y | +33.2% | +3.4% | +29.8% | +32.6% |
| 3Y | +50.3% | +81.4% | -31.1% | +40.1% |
| 5Y | +114.1% | -5.1% | +119.2% | +109.2% |
| All | +142.2% | +656.9% | -514.7% | +90.4% |
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