+154.8%
EXPE vs VEEV
+18.2%
+136.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -11.5% | -7.1% | -4.4% | -9.3% |
| 30D | -13.1% | +11.1% | -24.2% | -16.7% |
| 3M | +18.1% | +55.5% | -37.4% | +0.5% |
| 6M | +13.3% | +33.4% | -20.1% | +0.7% |
| YTD | -3.2% | +16.8% | -20.1% | -10.7% |
| 1Y | +26.1% | -7.7% | +33.9% | +23.1% |
| All | +154.8% | +18.2% | +136.5% | +118.3% |
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 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