+74.7%
CTSH vs VEEV
+702.0%
-627.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +8.0% | +3.0% | +4.9% | +7.3% |
| 3M | +10.6% | +28.8% | -18.2% | +3.7% |
| 6M | +32.5% | +91.3% | -58.8% | +13.1% |
| YTD | -21.0% | +36.5% | -57.5% | -27.2% |
| 1Y | -9.9% | +1.9% | -11.8% | -11.7% |
| 3Y | +3.1% | +84.6% | -81.5% | -13.2% |
| 5Y | -13.4% | -2.6% | -10.8% | -18.6% |
| 10Y | +37.1% | +669.4% | -632.3% | -17.1% |
| All | +74.7% | +702.0% | -627.3% | -2.9% |
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