+261.2%
COF vs VEEV
+586.8%
-325.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -6.1% | -8.2% | +2.2% | -4.5% |
| 30D | -5.2% | +10.3% | -15.5% | -7.2% |
| 3M | +17.0% | +59.4% | -42.4% | +6.2% |
| 6M | +12.9% | +37.6% | -24.7% | +5.0% |
| YTD | -13.5% | +16.9% | -30.5% | -17.1% |
| 1Y | -5.9% | -5.0% | -0.9% | -6.3% |
| 3Y | +117.1% | +18.5% | +98.7% | +103.3% |
| 5Y | +45.4% | -13.8% | +59.2% | +39.8% |
| 10Y | +244.1% | +547.0% | -302.9% | +125.2% |
| All | +261.2% | +586.8% | -325.5% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling