+107.7%
COST vs VEEV
-13.7%
+121.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -4.6% | +3.4% | -0.5% |
| 30D | -4.7% | +8.6% | -13.4% | -6.2% |
| 3M | -7.1% | +62.4% | -69.5% | -14.5% |
| 6M | -8.5% | +40.3% | -48.8% | -14.2% |
| YTD | +5.4% | +17.5% | -12.2% | +1.9% |
| 1Y | -5.6% | -6.1% | +0.5% | -5.1% |
| 3Y | +68.5% | +16.7% | +51.8% | +58.6% |
| All | +107.7% | -13.7% | +121.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling