-5.1%
COF vs VEEV
+6.7%
-11.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | +5.7% | +9.6% | -3.9% | +4.1% |
| 3M | -6.7% | +46.6% | -53.3% | -13.1% |
| 6M | +9.5% | +82.5% | -73.0% | -2.7% |
| YTD | -13.9% | +39.2% | -53.0% | -17.5% |
| 1Y | -5.1% | +5.8% | -10.9% | -6.9% |
| All | -5.1% | +6.7% | -11.8% | -6.9% |
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