+21.2%
EXE vs VEEV
+80.8%
-59.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +5.3% | -0.7% | +6.1% | +5.4% |
| 30D | -2.2% | +1.4% | -3.6% | -2.3% |
| 3M | -5.9% | +19.4% | -25.2% | -7.0% |
| 6M | -5.7% | +93.6% | -99.3% | -9.4% |
| YTD | -17.8% | +35.1% | -52.9% | -19.0% |
| 1Y | -23.1% | +3.4% | -26.5% | -22.4% |
| 3Y | +21.2% | +81.4% | -60.2% | +6.1% |
| All | +21.2% | +80.8% | -59.7% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling