+195.4%
COP vs VEEV
+693.5%
-498.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.4% | -0.7% | +5.1% | +4.5% |
| 30D | 0.0% | +1.4% | -1.4% | -0.2% |
| 3M | +15.0% | +19.4% | -4.3% | +12.4% |
| 6M | +22.0% | +93.6% | -71.6% | +12.3% |
| YTD | +55.3% | +35.1% | +20.3% | +48.6% |
| 1Y | +64.1% | +3.4% | +60.8% | +62.3% |
| 3Y | +34.1% | +81.4% | -47.3% | +21.5% |
| 5Y | +133.4% | -5.1% | +138.5% | +126.4% |
| 10Y | +338.6% | +661.2% | -322.6% | +192.6% |
| All | +195.4% | +693.5% | -498.1% | +87.8% |
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