+686.9%
COR vs VEEV
+693.5%
-6.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +7.8% | -0.7% | +8.6% | +7.9% |
| 30D | +7.0% | +1.4% | +5.6% | +6.8% |
| 3M | +16.3% | +19.4% | -3.1% | +13.8% |
| 6M | +41.3% | +93.6% | -52.3% | +30.7% |
| YTD | +7.1% | +35.1% | -27.9% | +2.8% |
| 1Y | -0.8% | +3.4% | -4.2% | -2.0% |
| 3Y | +85.0% | +81.4% | +3.6% | +68.6% |
| 5Y | +203.9% | -5.1% | +208.9% | +196.0% |
| 10Y | +510.3% | +661.2% | -151.0% | +336.9% |
| All | +686.9% | +693.5% | -6.6% | +443.4% |
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