+169.7%
EXE vs VEEV
-14.4%
+184.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.1% |
| 7D | -3.1% | -4.6% | +1.5% | -2.8% |
| 30D | -0.9% | +8.6% | -9.6% | -1.7% |
| 3M | +9.6% | +62.4% | -52.9% | +5.2% |
| 6M | -11.6% | +40.3% | -51.9% | -14.2% |
| YTD | -12.6% | +17.5% | -30.1% | -13.9% |
| 1Y | +1.2% | -6.1% | +7.3% | +1.6% |
| 3Y | +18.0% | +16.7% | +1.4% | +14.6% |
| 5Y | +101.1% | -13.3% | +114.4% | +90.4% |
| All | +169.7% | -14.4% | +184.1% | +153.3% |
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