+9.3%
CME vs VEEV
+2.5%
+6.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +6.2% | +28.8% | -22.6% | +6.1% |
| 3M | +10.4% | +54.0% | -43.6% | +10.5% |
| 6M | -9.5% | +46.0% | -55.5% | -9.5% |
| YTD | +6.0% | +23.2% | -17.2% | +5.2% |
| 1Y | +9.3% | +1.9% | +7.4% | +8.8% |
| All | +9.3% | +2.5% | +6.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling