+287.5%
CAH vs VEEV
+556.2%
-268.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -5.1% | -4.6% | -0.5% | -4.6% |
| 30D | +0.2% | +8.6% | -8.5% | -0.9% |
| 3M | +6.3% | +62.4% | -56.1% | +0.3% |
| 6M | +9.4% | +40.3% | -30.9% | +4.6% |
| YTD | +15.0% | +17.5% | -2.6% | +12.0% |
| 1Y | +55.4% | -6.1% | +61.6% | +55.5% |
| 3Y | +173.8% | +16.7% | +157.1% | +163.3% |
| 5Y | +395.2% | -13.3% | +408.5% | +390.2% |
| All | +287.5% | +556.2% | -268.7% | +139.1% |
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 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