+597.3%
CSCO vs VEEV
+623.9%
-26.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -10.1% | +28.8% | -39.0% | -14.3% |
| 3M | -15.7% | +54.0% | -69.7% | -22.4% |
| 6M | +36.3% | +46.0% | -9.7% | +25.9% |
| YTD | +43.8% | +23.2% | +20.6% | +36.8% |
| 1Y | +63.9% | +1.9% | +62.1% | +61.0% |
| 3Y | +104.4% | +27.0% | +77.3% | +88.8% |
| 5Y | +111.4% | -13.4% | +124.7% | +104.7% |
| 10Y | +361.7% | +575.2% | -213.6% | +211.0% |
| All | +597.3% | +623.9% | -26.6% | +341.9% |
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 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