+871.6%
COST vs VEEV
+586.8%
+284.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.5% | -8.2% | +5.7% | -1.4% |
| 30D | -4.4% | +10.3% | -14.8% | -6.0% |
| 3M | -8.1% | +59.4% | -67.5% | -14.2% |
| 6M | -9.2% | +37.6% | -46.8% | -13.9% |
| YTD | +5.1% | +16.9% | -11.8% | +1.8% |
| 1Y | -5.1% | -5.0% | -0.1% | -5.5% |
| 3Y | +70.4% | +18.5% | +51.9% | +61.7% |
| 5Y | +104.7% | -13.8% | +118.5% | +97.9% |
| 10Y | +608.8% | +547.0% | +61.9% | +468.3% |
| All | +871.6% | +586.8% | +284.8% | +659.4% |
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