+160.0%
EXPE vs VEEV
+556.2%
-396.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -5.8% | -4.6% | -1.2% | -4.4% |
| 30D | -13.6% | +8.6% | -22.3% | -16.3% |
| 3M | +25.2% | +62.4% | -37.2% | +7.5% |
| 6M | +22.3% | +40.3% | -17.9% | +9.2% |
| YTD | -0.3% | +17.5% | -17.9% | -6.2% |
| 1Y | +27.8% | -6.1% | +33.9% | +27.5% |
| 3Y | +162.4% | +16.7% | +145.8% | +140.1% |
| 5Y | +95.8% | -13.3% | +109.2% | +83.9% |
| All | +160.0% | +556.2% | -396.1% | +52.1% |
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 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