+263.2%
BSX vs VEEV
+586.3%
-323.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -7.0% | -7.1% | 0.0% | -5.7% |
| 30D | -10.9% | +11.1% | -22.0% | -13.1% |
| 3M | -8.2% | +55.5% | -63.7% | -16.3% |
| 6M | -37.5% | +33.4% | -70.8% | -41.6% |
| YTD | -52.8% | +16.8% | -69.7% | -54.9% |
| 1Y | -58.4% | -7.7% | -50.7% | -58.4% |
| 3Y | -16.5% | +18.4% | -34.9% | -22.3% |
| 5Y | -1.0% | -14.8% | +13.8% | -4.1% |
| 10Y | +91.2% | +546.5% | -455.3% | +18.8% |
| All | +263.2% | +586.3% | -323.1% | +103.9% |
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