+260.6%
ECHO vs VEEV
-14.9%
+275.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | -8.2% | +10.5% | +3.8% |
| 30D | +4.4% | +10.3% | -5.9% | +2.2% |
| 3M | -20.3% | +59.4% | -79.7% | -27.4% |
| 6M | -15.3% | +37.6% | -52.9% | -20.9% |
| YTD | -15.5% | +16.9% | -32.4% | -18.7% |
| 1Y | +15.0% | -5.0% | +19.9% | +14.8% |
| 3Y | +409.1% | +18.5% | +390.7% | +381.8% |
| 5Y | +260.6% | -13.8% | +274.4% | +243.0% |
| All | +260.6% | -14.9% | +275.5% | +243.0% |
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 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