+208.8%
C vs VEEV
+664.3%
-455.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.4% | +0.8% | -1.1% | -0.5% |
| 30D | -5.2% | +3.2% | -8.3% | -5.8% |
| 3M | -9.1% | +30.2% | -39.3% | -14.0% |
| 6M | -1.6% | +83.7% | -85.3% | -13.6% |
| YTD | +6.9% | +36.9% | -29.9% | -0.8% |
| 1Y | +23.0% | +3.3% | +19.7% | +20.6% |
| 3Y | +216.1% | +85.1% | +131.1% | +170.2% |
| 5Y | +112.2% | -2.6% | +114.9% | +100.2% |
| 10Y | +208.8% | +676.7% | -467.9% | +76.2% |
| All | +208.8% | +664.3% | -455.5% | +76.2% |
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