+412.7%
ECHO vs VEEV
+18.2%
+394.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +5.3% | -7.1% | +12.4% | +6.8% |
| 30D | +2.4% | +11.1% | -8.7% | -0.2% |
| 3M | -21.8% | +55.5% | -77.3% | -29.7% |
| 6M | -16.9% | +33.4% | -50.3% | -22.5% |
| YTD | -16.0% | +16.8% | -32.8% | -19.1% |
| 1Y | +9.3% | -7.7% | +17.0% | +11.7% |
| All | +412.7% | +18.2% | +394.5% | +361.9% |
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 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