+76.1%
CME vs VEEV
-15.0%
+91.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -0.6% | -7.1% | +6.5% | -0.2% |
| 30D | +4.7% | +11.1% | -6.4% | +3.9% |
| 3M | +7.8% | +55.5% | -47.7% | +4.9% |
| 6M | -11.0% | +33.4% | -44.3% | -12.7% |
| YTD | +4.0% | +16.8% | -12.8% | +2.8% |
| 1Y | +9.1% | -7.7% | +16.9% | +9.5% |
| 3Y | +52.3% | +18.4% | +33.9% | +48.6% |
| 5Y | +76.1% | -14.8% | +90.9% | +75.4% |
| All | +76.1% | -15.0% | +91.1% | +75.4% |
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