+131.3%
CVS vs VEEV
+596.9%
-465.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -1.6% | -5.2% | +3.6% | -1.2% |
| 30D | +0.4% | +14.9% | -14.5% | -0.8% |
| 3M | -0.4% | +58.4% | -58.8% | -4.2% |
| 6M | +25.1% | +35.5% | -10.3% | +21.7% |
| YTD | +23.9% | +18.6% | +5.2% | +21.8% |
| 1Y | +41.1% | -6.3% | +47.4% | +41.4% |
| 3Y | +63.6% | +20.2% | +43.4% | +58.5% |
| 5Y | +31.5% | -13.8% | +45.3% | +29.7% |
| 10Y | +40.5% | +542.0% | -501.5% | +11.2% |
| All | +131.3% | +596.9% | -465.6% | +77.6% |
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