+322.0%
CMG vs VEEV
+556.2%
-234.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -2.1% | -4.6% | +2.6% | -0.9% |
| 30D | +10.9% | +8.6% | +2.3% | +8.0% |
| 3M | +15.8% | +62.4% | -46.6% | +0.8% |
| 6M | +6.9% | +40.3% | -33.3% | -3.9% |
| YTD | -2.2% | +17.5% | -19.7% | -8.0% |
| 1Y | -7.1% | -6.1% | -1.0% | -7.5% |
| 3Y | -7.1% | +16.7% | -23.8% | -16.0% |
| 5Y | -4.8% | -13.3% | +8.6% | -9.3% |
| All | +322.0% | +556.2% | -234.2% | +178.0% |
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