+201.7%
CAT vs VEEV
+24.3%
+177.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.8% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -6.6% | +28.8% | -35.4% | -7.3% |
| 3M | -13.3% | +54.0% | -67.3% | -14.7% |
| 6M | +11.6% | +46.0% | -34.3% | +10.7% |
| YTD | +42.9% | +23.2% | +19.7% | +45.9% |
| 1Y | +95.4% | +1.9% | +93.6% | +106.5% |
| All | +201.7% | +24.3% | +177.4% | +194.1% |
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