+37.6%
CL vs VEEV
+56.3%
-18.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | +1.3% | -2.9% | +4.3% | +1.4% |
| 30D | +11.4% | +7.5% | +3.8% | +11.2% |
| 3M | +4.4% | +39.5% | -35.0% | +3.7% |
| 6M | +10.8% | +81.5% | -70.7% | +9.7% |
| YTD | +25.1% | +36.1% | -10.9% | +23.9% |
| 1Y | +28.0% | +4.3% | +23.7% | +27.4% |
| 3Y | +37.6% | +54.8% | -17.2% | +37.3% |
| All | +37.6% | +56.3% | -18.7% | +37.3% |
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