+624.0%
COR vs VEEV
+623.9%
+0.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.5% |
| 7D | +2.8% | -0.6% | +3.3% | +2.8% |
| 30D | +4.5% | +28.8% | -24.3% | +1.4% |
| 3M | +22.7% | +54.0% | -31.4% | +16.5% |
| 6M | -9.7% | +46.0% | -55.7% | -14.0% |
| YTD | -1.4% | +23.2% | -24.7% | -4.4% |
| 1Y | +13.9% | +1.9% | +12.1% | +12.7% |
| 3Y | +94.0% | +27.0% | +66.9% | +84.3% |
| 5Y | +184.0% | -13.4% | +197.4% | +179.3% |
| 10Y | +406.8% | +575.2% | -168.5% | +267.5% |
| All | +624.0% | +623.9% | +0.1% | +405.2% |
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