+132.3%
ECHO vs VEEV
+623.9%
-491.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | +2.4% | +28.8% | -26.5% | -2.2% |
| 3M | -28.0% | +54.0% | -82.0% | -33.4% |
| 6M | -21.2% | +46.0% | -67.2% | -26.8% |
| YTD | -17.4% | +23.2% | -40.6% | -21.1% |
| 1Y | +33.6% | +1.9% | +31.7% | +31.5% |
| 3Y | +419.7% | +27.0% | +392.7% | +387.4% |
| 5Y | +241.7% | -13.4% | +255.1% | +232.1% |
| 10Y | +180.8% | +575.2% | -394.5% | +79.8% |
| All | +132.3% | +623.9% | -491.6% | +36.6% |
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