+3,206.8%
CVNA vs VEEV
+386.9%
+2,819.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -0.6% |
| 7D | -1.0% | -7.1% | +6.1% | +4.6% |
| 30D | -1.0% | +11.1% | -12.1% | -10.8% |
| 3M | +5.5% | +55.5% | -50.1% | -28.1% |
| 6M | +11.8% | +33.4% | -21.5% | -16.3% |
| YTD | -13.0% | +16.8% | -29.9% | -28.1% |
| 1Y | -2.1% | -7.7% | +5.6% | -2.8% |
| 3Y | +681.6% | +18.4% | +663.2% | +472.0% |
| 5Y | +11.6% | -14.8% | +26.4% | +13.4% |
| All | +3,206.8% | +386.9% | +2,819.8% | +1,451.0% |
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