+229.1%
C vs VEEV
+706.3%
-477.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -5.4% | +3.5% | -8.9% | -6.1% |
| 3M | -9.2% | +32.9% | -42.1% | -14.2% |
| 6M | -1.8% | +84.2% | -86.0% | -13.3% |
| YTD | +6.7% | +37.3% | -30.6% | -0.8% |
| 1Y | +23.5% | +3.9% | +19.6% | +20.9% |
| 3Y | +219.8% | +83.9% | +135.9% | +176.2% |
| 5Y | +112.4% | -4.3% | +116.7% | +101.3% |
| 10Y | +220.1% | +669.1% | -449.0% | +94.6% |
| All | +229.1% | +706.3% | -477.2% | +85.9% |
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