+34.1%
COP vs VEEV
+80.8%
-46.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.4% | -0.7% | +5.1% | +4.4% |
| 30D | 0.0% | +1.4% | -1.4% | -0.1% |
| 3M | +15.0% | +19.4% | -4.3% | +14.8% |
| 6M | +22.0% | +93.6% | -71.6% | +20.7% |
| YTD | +55.3% | +35.1% | +20.3% | +55.4% |
| 1Y | +64.1% | +3.4% | +60.8% | +67.1% |
| 3Y | +34.1% | +81.4% | -47.3% | +28.9% |
| All | +34.1% | +80.8% | -46.8% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling