+1.1%
CHTR vs VEEV
+586.8%
-585.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -7.1% | -8.2% | +1.1% | -5.7% |
| 30D | -10.9% | +10.3% | -21.2% | -12.7% |
| 3M | +2.0% | +59.4% | -57.4% | -6.8% |
| 6M | -35.9% | +37.6% | -73.5% | -40.2% |
| YTD | -32.7% | +16.9% | -49.6% | -35.4% |
| 1Y | -46.6% | -5.0% | -41.6% | -46.9% |
| 3Y | -66.7% | +18.5% | -85.2% | -68.9% |
| 5Y | -82.1% | -13.8% | -68.3% | -82.8% |
| 10Y | -46.8% | +547.0% | -593.7% | -62.2% |
| All | +1.1% | +586.8% | -585.7% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling