+591.6%
CVNA vs VEEV
+18.3%
+573.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -4.3% | -8.2% | +3.9% | -1.0% |
| 30D | -2.4% | +10.3% | -12.7% | -7.1% |
| 3M | +4.5% | +59.4% | -54.9% | -15.2% |
| 6M | +10.2% | +37.6% | -27.3% | -5.1% |
| YTD | -16.7% | +16.9% | -33.6% | -22.8% |
| 1Y | -3.8% | -5.0% | +1.2% | -1.7% |
| All | +591.6% | +18.3% | +573.3% | +403.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling