-21.2%
BSX vs VEEV
+18.9%
-40.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -10.1% | -4.6% | -5.5% | -9.6% |
| 30D | -16.4% | +8.6% | -25.1% | -17.3% |
| 3M | -8.9% | +62.4% | -71.3% | -14.1% |
| 6M | -38.3% | +40.3% | -78.5% | -40.9% |
| YTD | -54.9% | +17.5% | -72.5% | -55.9% |
| 1Y | -58.8% | -6.1% | -52.7% | -58.6% |
| 3Y | -21.2% | +16.7% | -37.9% | -23.4% |
| All | -21.2% | +18.9% | -40.2% | -23.4% |
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 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