+244.0%
EQIX vs VEEV
+556.2%
-312.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -4.6% | +4.8% | +1.3% |
| 30D | -2.5% | +8.6% | -11.1% | -4.9% |
| 3M | 0.0% | +62.4% | -62.5% | -12.4% |
| 6M | +7.6% | +40.3% | -32.6% | -2.9% |
| YTD | +37.5% | +17.5% | +20.0% | +29.5% |
| 1Y | +32.9% | -6.1% | +39.0% | +32.7% |
| 3Y | +42.8% | +16.7% | +26.1% | +29.9% |
| 5Y | +35.8% | -13.3% | +49.2% | +29.5% |
| All | +244.0% | +556.2% | -312.2% | +117.9% |
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 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