+234.6%
ECHO vs VEEV
-4.9%
+239.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | +13.8% | +1.4% | +12.4% | +13.4% |
| 3M | +9.1% | +19.4% | -10.3% | +5.2% |
| 6M | -24.9% | +93.6% | -118.6% | -34.3% |
| YTD | -8.0% | +35.1% | -43.1% | -13.9% |
| 1Y | +42.9% | +3.4% | +39.5% | +40.8% |
| 3Y | +926.7% | +81.4% | +845.3% | +804.3% |
| All | +234.6% | -4.9% | +239.5% | +216.8% |
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