+695.3%
CAT vs VEEV
+659.1%
+36.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +9.3% | -2.5% | +11.8% | +9.7% |
| 30D | -21.5% | +0.3% | -21.8% | -21.6% |
| 3M | -29.1% | +25.2% | -54.3% | -31.6% |
| 6M | -33.4% | +89.7% | -123.1% | -40.2% |
| YTD | +6.6% | +35.5% | -28.9% | +0.7% |
| 1Y | +6.5% | +1.8% | +4.7% | +6.1% |
| 3Y | +162.7% | +83.2% | +79.5% | +130.7% |
| 5Y | +214.2% | -4.8% | +219.0% | +203.7% |
| All | +695.3% | +659.1% | +36.2% | +340.4% |
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