+688.6%
CAT vs VEEV
+656.9%
+31.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +7.4% | -0.7% | +8.2% | +7.6% |
| 30D | -19.7% | +1.4% | -21.1% | -19.9% |
| 3M | -29.6% | +19.4% | -49.0% | -31.6% |
| 6M | -33.2% | +93.6% | -126.8% | -40.3% |
| YTD | +5.7% | +35.1% | -29.4% | -0.1% |
| 1Y | +9.3% | +3.4% | +6.0% | +8.6% |
| 3Y | +158.3% | +81.4% | +77.0% | +127.3% |
| 5Y | +211.6% | -5.1% | +216.7% | +201.3% |
| All | +688.6% | +656.9% | +31.8% | +336.9% |
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