+502.0%
CAH vs VEEV
+596.9%
-95.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.3% |
| 7D | +0.5% | -5.2% | +5.6% | +1.1% |
| 30D | +1.7% | +14.9% | -13.2% | -0.1% |
| 3M | +17.9% | +58.4% | -40.5% | +11.5% |
| 6M | +10.9% | +35.5% | -24.5% | +6.5% |
| YTD | +17.9% | +18.6% | -0.8% | +14.6% |
| 1Y | +61.7% | -6.3% | +68.0% | +61.5% |
| 3Y | +183.7% | +20.2% | +163.5% | +171.6% |
| 5Y | +401.3% | -13.8% | +415.1% | +392.6% |
| 10Y | +293.7% | +542.0% | -248.4% | +176.9% |
| All | +502.0% | +596.9% | -95.0% | +308.1% |
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 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