+1.5%
CARR vs VEEV
+18.9%
-17.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -3.8% | -4.6% | +0.8% | -3.2% |
| 30D | -8.9% | +8.6% | -17.6% | -10.0% |
| 3M | -17.3% | +62.4% | -79.7% | -23.3% |
| 6M | -1.4% | +40.3% | -41.6% | -6.0% |
| YTD | +10.0% | +17.5% | -7.6% | +9.0% |
| 1Y | -6.4% | -6.1% | -0.2% | -1.8% |
| 3Y | +1.5% | +16.7% | -15.1% | +3.0% |
| All | +1.5% | +18.9% | -17.4% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling