+274.2%
CME vs VEEV
+556.2%
-281.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | +5.6% | +8.6% | -3.1% | +4.5% |
| 3M | +5.6% | +62.4% | -56.8% | -0.1% |
| 6M | -8.3% | +40.3% | -48.5% | -12.1% |
| YTD | +4.3% | +17.5% | -13.2% | +1.8% |
| 1Y | +9.1% | -6.1% | +15.2% | +9.1% |
| 3Y | +52.1% | +16.7% | +35.4% | +45.8% |
| 5Y | +79.7% | -13.3% | +93.0% | +75.8% |
| All | +274.2% | +556.2% | -281.9% | +162.5% |
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