+310.1%
CI vs VEEV
+695.8%
-385.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -1.7% | -2.5% | +0.7% | -1.4% |
| 30D | +4.9% | +0.3% | +4.6% | +4.8% |
| 3M | +7.4% | +25.2% | -17.8% | +4.3% |
| 6M | +0.4% | +89.7% | -89.3% | -7.6% |
| YTD | +9.5% | +35.5% | -26.0% | +4.6% |
| 1Y | +12.0% | +1.8% | +10.1% | +10.9% |
| 3Y | +7.1% | +83.2% | -76.1% | -3.3% |
| 5Y | +49.3% | -4.8% | +54.1% | +44.7% |
| 10Y | +146.6% | +663.5% | -516.9% | +75.7% |
| All | +310.1% | +695.8% | -385.7% | +177.4% |
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