+273.7%
ELV vs VEEV
+556.2%
-282.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.2% | -4.6% | +7.8% | +4.0% |
| 30D | +5.4% | +8.6% | -3.3% | +3.7% |
| 3M | +5.4% | +62.4% | -57.1% | -3.0% |
| 6M | +45.7% | +40.3% | +5.5% | +36.7% |
| YTD | +21.2% | +17.5% | +3.7% | +17.0% |
| 1Y | +35.6% | -6.1% | +41.7% | +35.5% |
| 3Y | -2.0% | +16.7% | -18.7% | -7.5% |
| 5Y | +26.0% | -13.3% | +39.4% | +23.5% |
| All | +273.7% | +556.2% | -282.4% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling