+46.2%
EXC vs VEEV
-14.3%
+60.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.9% |
| 7D | +1.2% | -5.2% | +6.4% | +1.5% |
| 30D | -2.7% | +14.9% | -17.6% | -3.5% |
| 3M | -1.0% | +58.4% | -59.3% | -3.6% |
| 6M | -9.3% | +35.5% | -44.7% | -11.0% |
| YTD | +3.6% | +18.6% | -15.0% | +2.4% |
| 1Y | +5.9% | -6.3% | +12.3% | +6.3% |
| 3Y | +21.3% | +20.2% | +1.1% | +18.5% |
| 5Y | +46.2% | -13.8% | +60.0% | +43.4% |
| All | +46.2% | -14.3% | +60.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling