+40.7%
CL vs VEEV
+80.8%
-40.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | +8.0% | +1.4% | +6.6% | +8.0% |
| 3M | +7.9% | +19.4% | -11.5% | +7.5% |
| 6M | +14.7% | +93.6% | -78.9% | +13.6% |
| YTD | +29.2% | +35.1% | -5.9% | +27.8% |
| 1Y | +29.5% | +3.4% | +26.2% | +29.0% |
| 3Y | +40.7% | +81.4% | -40.7% | +43.0% |
| All | +40.7% | +80.8% | -40.2% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling