+333.5%
CAT vs VEEV
-14.3%
+347.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.3% |
| 7D | +5.6% | -5.2% | +10.7% | +6.0% |
| 30D | -2.3% | +14.9% | -17.3% | -3.6% |
| 3M | -10.0% | +58.4% | -68.4% | -14.1% |
| 6M | +21.2% | +35.5% | -14.2% | +17.8% |
| YTD | +44.4% | +18.6% | +25.8% | +42.9% |
| 1Y | +96.3% | -6.3% | +102.6% | +101.4% |
| 3Y | +203.9% | +20.2% | +183.7% | +194.5% |
| 5Y | +333.5% | -13.8% | +347.3% | +315.5% |
| All | +333.5% | -14.3% | +347.8% | +315.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling