+133.2%
C vs VEEV
-11.0%
+144.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +0.1% | +28.8% | -28.8% | -4.7% |
| 3M | +2.4% | +54.0% | -51.6% | -5.9% |
| 6M | +24.9% | +46.0% | -21.0% | +15.4% |
| YTD | +19.8% | +23.2% | -3.4% | +14.3% |
| 1Y | +44.9% | +1.9% | +43.0% | +43.2% |
| 3Y | +263.0% | +27.0% | +236.0% | +236.4% |
| All | +133.2% | -11.0% | +144.2% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling