+141.0%
CI vs VEEV
+538.1%
-397.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | -1.1% | -7.1% | +6.0% | -0.1% |
| 30D | +0.5% | +11.1% | -10.7% | -1.2% |
| 3M | -5.2% | +55.5% | -60.7% | -11.1% |
| 6M | +4.3% | +33.4% | -29.0% | -0.5% |
| YTD | +2.8% | +16.8% | -14.0% | -0.2% |
| 1Y | -5.8% | -7.7% | +1.9% | -5.5% |
| 3Y | +4.7% | +18.4% | -13.6% | -0.6% |
| 5Y | +42.7% | -14.8% | +57.5% | +40.8% |
| 10Y | +141.0% | +546.5% | -405.5% | +38.3% |
| All | +141.0% | +538.1% | -397.2% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling