+239.5%
EXC vs VEEV
+623.9%
-384.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -3.7% | +28.8% | -32.6% | -6.3% |
| 3M | -1.3% | +54.0% | -55.3% | -5.7% |
| 6M | -9.7% | +46.0% | -55.7% | -13.5% |
| YTD | +2.9% | +23.2% | -20.3% | +0.1% |
| 1Y | +4.4% | +1.9% | +2.5% | +3.4% |
| 3Y | +22.2% | +27.0% | -4.8% | +16.7% |
| 5Y | +46.7% | -13.4% | +60.1% | +43.9% |
| 10Y | +155.3% | +575.2% | -419.9% | +110.3% |
| All | +239.5% | +623.9% | -384.5% | +174.4% |
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 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