+126.9%
BP vs VEEV
+695.8%
-568.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +2.5% | -2.5% | +5.0% | +2.7% |
| 30D | -5.6% | +0.3% | -5.8% | -5.6% |
| 3M | +8.0% | +25.2% | -17.2% | +5.7% |
| 6M | +5.7% | +89.7% | -84.0% | -0.6% |
| YTD | +36.8% | +35.5% | +1.4% | +32.3% |
| 1Y | +30.7% | +1.8% | +28.9% | +29.9% |
| 3Y | +51.6% | +83.2% | -31.6% | +40.2% |
| 5Y | +112.2% | -4.8% | +117.0% | +106.5% |
| 10Y | +138.6% | +663.5% | -524.9% | +73.4% |
| All | +126.9% | +695.8% | -568.9% | +56.8% |
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