+665.4%
COR vs VEEV
+702.0%
-36.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.2% | -1.9% | +0.7% | -1.0% |
| 30D | +7.6% | +3.0% | +4.6% | +7.3% |
| 3M | +5.0% | +28.8% | -23.8% | +1.9% |
| 6M | +35.3% | +91.3% | -56.0% | +25.3% |
| YTD | +4.2% | +36.5% | -32.3% | -0.1% |
| 1Y | -3.4% | +1.9% | -5.3% | -4.4% |
| 3Y | +81.1% | +84.6% | -3.5% | +64.7% |
| 5Y | +195.8% | -2.6% | +198.4% | +187.1% |
| 10Y | +493.6% | +669.4% | -175.8% | +324.5% |
| All | +665.4% | +702.0% | -36.6% | +428.0% |
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