-12.0%
CHYM vs VEEV
-10.0%
-2.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | -2.9% | -8.2% | +5.3% | +1.1% |
| 30D | +3.0% | +10.3% | -7.4% | -2.8% |
| 3M | +98.7% | +59.4% | +39.4% | +52.0% |
| 6M | +46.4% | +37.6% | +8.9% | +21.3% |
| YTD | +29.8% | +16.9% | +12.9% | +12.8% |
| 1Y | +40.5% | -5.0% | +45.4% | +31.3% |
| All | -12.0% | -10.0% | -2.0% | -18.3% |
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