+414.9%
CSX vs VEEV
+656.9%
-241.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +7.8% | +1.4% | +6.4% | +7.5% |
| 3M | +4.1% | +19.4% | -15.3% | +0.3% |
| 6M | +17.9% | +93.6% | -75.7% | +2.8% |
| YTD | +44.9% | +35.1% | +9.8% | +34.9% |
| 1Y | +51.1% | +3.4% | +47.8% | +48.6% |
| 3Y | +78.3% | +81.4% | -3.1% | +51.6% |
| 5Y | +58.1% | -5.1% | +63.2% | +51.0% |
| All | +414.9% | +656.9% | -241.9% | +222.3% |
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