+433.0%
ELV vs VEEV
+586.3%
-153.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.0% |
| 7D | -2.2% | -7.1% | +4.9% | -1.2% |
| 30D | -0.2% | +11.1% | -11.3% | -1.9% |
| 3M | -6.1% | +55.5% | -61.6% | -12.2% |
| 6M | +42.8% | +33.4% | +9.5% | +36.0% |
| YTD | +14.4% | +16.8% | -2.4% | +10.9% |
| 1Y | +28.6% | -7.7% | +36.4% | +28.7% |
| 3Y | -7.4% | +18.4% | -25.8% | -12.2% |
| 5Y | +14.5% | -14.8% | +29.3% | +11.9% |
| 10Y | +257.4% | +546.5% | -289.1% | +153.0% |
| All | +433.0% | +586.3% | -153.3% | +259.2% |
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