+201.3%
CVX vs VEEV
+623.9%
-422.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +12.9% | +28.8% | -16.0% | +9.9% |
| 3M | +11.7% | +54.0% | -42.3% | +6.7% |
| 6M | +14.1% | +46.0% | -31.8% | +9.3% |
| YTD | +40.7% | +23.2% | +17.5% | +36.8% |
| 1Y | +37.5% | +1.9% | +35.6% | +36.2% |
| 3Y | +43.9% | +27.0% | +16.9% | +37.6% |
| 5Y | +161.5% | -13.4% | +174.9% | +156.9% |
| 10Y | +215.1% | +575.2% | -360.1% | +135.2% |
| All | +201.3% | +623.9% | -422.6% | +114.9% |
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