+210.1%
CAT vs VEEV
-4.3%
+214.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -25.0% | +3.5% | -28.5% | -25.2% |
| 3M | -28.7% | +32.9% | -61.7% | -30.4% |
| 6M | -33.0% | +84.2% | -117.2% | -36.9% |
| YTD | +5.4% | +37.3% | -31.8% | +3.2% |
| 1Y | +7.3% | +3.9% | +3.3% | +9.7% |
| 3Y | +166.0% | +83.9% | +82.1% | +146.2% |
| 5Y | +210.1% | -4.3% | +214.4% | +190.2% |
| All | +210.1% | -4.3% | +214.4% | +190.2% |
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