+81.0%
BSX vs VEEV
+556.2%
-475.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | -4.6% | -5.5% | -9.1% |
| 30D | -16.4% | +8.6% | -25.1% | -18.3% |
| 3M | -8.9% | +62.4% | -71.3% | -18.6% |
| 6M | -38.3% | +40.3% | -78.5% | -43.4% |
| YTD | -54.9% | +17.5% | -72.5% | -57.1% |
| 1Y | -58.8% | -6.1% | -52.7% | -58.9% |
| 3Y | -21.2% | +16.7% | -37.9% | -27.1% |
| 5Y | -3.3% | -13.3% | +10.0% | -6.3% |
| All | +81.0% | +556.2% | -475.2% | -8.1% |
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