+288.9%
CI vs VEEV
+623.9%
-335.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +4.4% | +28.8% | -24.4% | +1.1% |
| 3M | +0.7% | +54.0% | -53.4% | -4.8% |
| 6M | +0.3% | +46.0% | -45.6% | -4.9% |
| YTD | +3.8% | +23.2% | -19.4% | +0.4% |
| 1Y | -5.5% | +1.9% | -7.4% | -6.5% |
| 3Y | +8.1% | +27.0% | -18.9% | +2.4% |
| 5Y | +42.8% | -13.4% | +56.2% | +39.9% |
| 10Y | +143.9% | +575.2% | -431.3% | +76.2% |
| All | +288.9% | +623.9% | -335.0% | +166.2% |
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 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