+130.0%
CVX vs VEEV
-4.9%
+134.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | -1.0% | +1.4% | -2.4% | -1.1% |
| 3M | +12.2% | +19.4% | -7.2% | +11.1% |
| 6M | +20.3% | +93.6% | -73.3% | +15.9% |
| YTD | +48.3% | +35.1% | +13.2% | +45.6% |
| 1Y | +46.9% | +3.4% | +43.5% | +47.0% |
| 3Y | +73.1% | +81.4% | -8.3% | +65.6% |
| All | +130.0% | -4.9% | +134.9% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling