+96.8%
CAT vs VEEV
-7.6%
+104.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -1.2% |
| 7D | +2.9% | -7.1% | +10.0% | +1.3% |
| 30D | -2.6% | +11.1% | -13.8% | +0.2% |
| 3M | -10.7% | +55.5% | -66.2% | -0.1% |
| 6M | +16.1% | +33.4% | -17.2% | +30.5% |
| YTD | +43.2% | +16.8% | +26.4% | +63.4% |
| 1Y | +96.8% | -7.7% | +104.6% | +129.0% |
| All | +96.8% | -7.6% | +104.5% | +129.0% |
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 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