+259.8%
EXC vs VEEV
+693.5%
-433.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +8.6% | +1.4% | +7.2% | +8.4% |
| 3M | +2.4% | +19.4% | -17.0% | +0.4% |
| 6M | +6.5% | +93.6% | -87.2% | -0.8% |
| YTD | +9.0% | +35.1% | -26.0% | +5.1% |
| 1Y | +4.6% | +3.4% | +1.2% | +3.5% |
| 3Y | +33.5% | +81.4% | -47.9% | +22.5% |
| 5Y | +41.4% | -5.1% | +46.5% | +37.4% |
| 10Y | +204.3% | +661.2% | -457.0% | +147.9% |
| All | +259.8% | +693.5% | -433.7% | +188.0% |
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