-1.8%
CARR vs VEEV
+6.7%
-8.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.9% |
| 30D | +0.3% | +9.6% | -9.3% | +1.2% |
| 3M | -14.9% | +46.6% | -61.5% | -10.9% |
| 6M | -14.9% | +82.5% | -97.3% | -8.2% |
| YTD | +7.0% | +39.2% | -32.1% | +16.6% |
| 1Y | -1.8% | +5.8% | -7.6% | +4.3% |
| All | -1.8% | +6.7% | -8.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling