+53.4%
CL vs VEEV
+547.1%
-493.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.1% |
| 7D | -1.4% | -5.2% | +3.8% | -0.9% |
| 30D | -5.2% | +14.9% | -20.1% | -6.4% |
| 3M | +3.3% | +58.4% | -55.1% | -0.8% |
| 6M | -4.4% | +35.5% | -39.8% | -7.2% |
| YTD | +13.9% | +18.6% | -4.7% | +11.6% |
| 1Y | +7.6% | -6.3% | +14.0% | +7.6% |
| 3Y | +29.6% | +20.2% | +9.4% | +25.2% |
| 5Y | +28.1% | -13.8% | +41.9% | +26.9% |
| 10Y | +53.4% | +542.0% | -488.7% | +26.2% |
| All | +53.4% | +547.1% | -493.7% | +26.2% |
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 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