+20.3%
EXE vs VEEV
+18.2%
+2.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -2.7% | -7.1% | +4.4% | -2.3% |
| 30D | -0.4% | +11.1% | -11.5% | -1.2% |
| 3M | +9.5% | +55.5% | -46.0% | +6.1% |
| 6M | -9.3% | +33.4% | -42.7% | -11.1% |
| YTD | -10.9% | +16.8% | -27.7% | -11.7% |
| 1Y | +4.3% | -7.7% | +12.0% | +5.9% |
| All | +20.3% | +18.2% | +2.1% | +21.2% |
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