+235.1%
C vs VEEV
+702.0%
-466.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | -5.3% | +3.0% | -8.3% | -5.9% |
| 3M | -8.0% | +28.8% | -36.8% | -12.6% |
| 6M | -0.3% | +91.3% | -91.5% | -12.5% |
| YTD | +8.6% | +36.5% | -27.9% | +1.1% |
| 1Y | +25.8% | +1.9% | +23.9% | +23.6% |
| 3Y | +221.2% | +84.6% | +136.5% | +177.2% |
| 5Y | +113.6% | -2.6% | +116.2% | +101.7% |
| 10Y | +218.3% | +669.4% | -451.1% | +93.5% |
| All | +235.1% | +702.0% | -466.9% | +89.5% |
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