+155.8%
EXC vs VEEV
+556.2%
-400.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -1.1% | -4.6% | +3.5% | -0.6% |
| 30D | -3.6% | +8.6% | -12.3% | -4.8% |
| 3M | -4.3% | +62.4% | -66.7% | -10.2% |
| 6M | -9.9% | +40.3% | -50.2% | -14.2% |
| YTD | +1.8% | +17.5% | -15.8% | -1.1% |
| 1Y | +2.9% | -6.1% | +9.0% | +2.8% |
| 3Y | +19.1% | +16.7% | +2.4% | +13.6% |
| 5Y | +44.8% | -13.3% | +58.2% | +42.2% |
| All | +155.8% | +556.2% | -400.3% | +87.2% |
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 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