+72.9%
CTSH vs VEEV
+695.8%
-623.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -4.2% | -2.5% | -1.7% | -3.6% |
| 30D | +3.9% | +0.3% | +3.7% | +4.0% |
| 3M | +10.2% | +25.2% | -15.0% | +4.1% |
| 6M | +35.3% | +89.7% | -54.4% | +15.7% |
| YTD | -21.8% | +35.5% | -57.3% | -27.9% |
| 1Y | -12.1% | +1.8% | -14.0% | -13.9% |
| 3Y | +2.0% | +83.2% | -81.2% | -13.9% |
| 5Y | -15.3% | -4.8% | -10.5% | -19.9% |
| 10Y | +35.7% | +663.5% | -627.8% | -17.8% |
| All | +72.9% | +695.8% | -623.0% | -3.7% |
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