+242.0%
COF vs VEEV
+556.2%
-314.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -5.1% | -4.6% | -0.5% | -4.2% |
| 30D | -6.0% | +8.6% | -14.7% | -8.0% |
| 3M | +14.8% | +62.4% | -47.6% | +2.6% |
| 6M | +15.3% | +40.3% | -24.9% | +5.9% |
| YTD | -13.0% | +17.5% | -30.6% | -17.1% |
| 1Y | -5.7% | -6.1% | +0.4% | -5.9% |
| 3Y | +118.1% | +16.7% | +101.5% | +103.1% |
| 5Y | +46.2% | -13.3% | +59.6% | +39.1% |
| All | +242.0% | +556.2% | -314.2% | +93.6% |
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