+254.9%
EXC vs VEEV
+695.8%
-440.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.9% | -2.5% | +0.5% | -1.7% |
| 30D | +7.8% | +0.3% | +7.5% | +7.7% |
| 3M | +1.9% | +25.2% | -23.4% | -0.6% |
| 6M | +3.4% | +89.7% | -86.3% | -3.5% |
| YTD | +7.6% | +35.5% | -27.9% | +3.6% |
| 1Y | +2.1% | +1.8% | +0.3% | +1.2% |
| 3Y | +29.6% | +83.2% | -53.6% | +18.8% |
| 5Y | +39.5% | -4.8% | +44.3% | +35.6% |
| 10Y | +200.2% | +663.5% | -463.3% | +144.5% |
| All | +254.9% | +695.8% | -440.9% | +184.0% |
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