+30.0%
CL vs VEEV
-13.1%
+43.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -4.8% | +28.8% | -33.7% | -5.6% |
| 3M | +4.9% | +54.0% | -49.1% | +3.4% |
| 6M | -5.7% | +46.0% | -51.7% | -7.0% |
| YTD | +14.4% | +23.2% | -8.9% | +13.3% |
| 1Y | +8.7% | +1.9% | +6.9% | +8.4% |
| 3Y | +30.0% | +27.0% | +3.0% | +28.2% |
| All | +30.0% | -13.1% | +43.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling