+97.5%
CSCO vs VEEV
+80.8%
+16.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -15.8% | +1.4% | -17.2% | -15.9% |
| 3M | -15.4% | +19.4% | -34.7% | -16.5% |
| 6M | -5.4% | +93.6% | -99.0% | -10.9% |
| YTD | +26.5% | +35.1% | -8.6% | +24.0% |
| 1Y | +25.9% | +3.4% | +22.5% | +27.9% |
| 3Y | +97.5% | +81.4% | +16.2% | +72.9% |
| All | +97.5% | +80.8% | +16.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling