+224.3%
CTVA vs VEEV
+91.2%
+133.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | -2.1% | -5.2% | +3.1% | -1.3% |
| 30D | +12.0% | +14.9% | -2.9% | +9.4% |
| 3M | +13.5% | +58.4% | -44.9% | +5.0% |
| 6M | +12.1% | +35.5% | -23.4% | +6.0% |
| YTD | +29.0% | +18.6% | +10.4% | +24.4% |
| 1Y | +18.9% | -6.3% | +25.2% | +19.3% |
| 3Y | +78.9% | +20.2% | +58.7% | +68.6% |
| 5Y | +105.2% | -13.8% | +119.0% | +103.7% |
| All | +224.3% | +91.2% | +133.0% | +117.9% |
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