+1,096.0%
CIEN vs VEEV
+623.9%
+472.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.0% |
| 7D | -15.2% | -0.6% | -14.6% | -15.1% |
| 30D | -21.5% | +28.8% | -50.3% | -26.9% |
| 3M | -40.1% | +54.0% | -94.1% | -47.4% |
| 6M | -6.6% | +46.0% | -52.5% | -18.0% |
| YTD | +37.3% | +23.2% | +14.0% | +26.0% |
| 1Y | +174.5% | +1.9% | +172.7% | +165.7% |
| 3Y | +562.3% | +27.0% | +535.2% | +481.0% |
| 5Y | +463.9% | -13.4% | +477.3% | +435.5% |
| 10Y | +1,302.4% | +575.2% | +727.1% | +622.6% |
| All | +1,096.0% | +623.9% | +472.1% | +437.0% |
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