+230.6%
EMR vs VEEV
+596.9%
-366.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.1% |
| 7D | +3.1% | -5.2% | +8.2% | +3.9% |
| 30D | -3.5% | +14.9% | -18.4% | -5.8% |
| 3M | +9.8% | +58.4% | -48.6% | +1.6% |
| 6M | +10.8% | +35.5% | -24.7% | +4.6% |
| YTD | +15.9% | +18.6% | -2.7% | +11.7% |
| 1Y | +16.4% | -6.3% | +22.8% | +16.3% |
| 3Y | +62.1% | +20.2% | +41.9% | +53.4% |
| 5Y | +62.9% | -13.8% | +76.7% | +58.0% |
| 10Y | +267.8% | +542.0% | -274.3% | +159.2% |
| All | +230.6% | +596.9% | -366.3% | +122.9% |
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