+599.7%
CSX vs VEEV
+699.3%
-99.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | -5.5% | -2.9% | -2.6% | -5.0% |
| 30D | +4.9% | +7.5% | -2.6% | +3.6% |
| 3M | -2.9% | +39.5% | -42.3% | -8.6% |
| 6M | +8.3% | +81.5% | -73.1% | -3.1% |
| YTD | +36.7% | +36.1% | +0.7% | +27.9% |
| 1Y | +41.5% | +4.3% | +37.2% | +38.8% |
| 3Y | +68.6% | +54.8% | +13.8% | +50.6% |
| 5Y | +48.4% | -4.7% | +53.2% | +41.3% |
| 10Y | +446.6% | +709.1% | -262.5% | +251.4% |
| All | +599.7% | +699.3% | -99.6% | +327.3% |
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 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