+379.9%
CSCO vs VEEV
+556.2%
-176.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.3% |
| 7D | +2.7% | -4.6% | +7.3% | +3.6% |
| 30D | -9.5% | +8.6% | -18.1% | -11.4% |
| 3M | -7.6% | +62.4% | -70.0% | -17.2% |
| 6M | +44.9% | +40.3% | +4.6% | +33.2% |
| YTD | +47.7% | +17.5% | +30.1% | +40.7% |
| 1Y | +69.1% | -6.1% | +75.2% | +68.7% |
| 3Y | +113.5% | +16.7% | +96.9% | +97.8% |
| 5Y | +122.8% | -13.3% | +136.1% | +116.0% |
| All | +379.9% | +556.2% | -176.2% | +177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling