+571.0%
EXPE vs VEEV
+623.9%
-53.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.8% |
| 7D | -9.5% | -0.6% | -9.0% | -9.4% |
| 30D | -6.6% | +28.8% | -35.5% | -13.3% |
| 3M | +31.4% | +54.0% | -22.6% | +16.4% |
| 6M | +35.2% | +46.0% | -10.8% | +21.1% |
| YTD | +5.8% | +23.2% | -17.4% | -0.9% |
| 1Y | +38.7% | +1.9% | +36.8% | +35.6% |
| 3Y | +175.8% | +27.0% | +148.8% | +149.9% |
| 5Y | +111.8% | -13.4% | +125.2% | +101.8% |
| 10Y | +179.7% | +575.2% | -395.5% | +69.1% |
| All | +571.0% | +623.9% | -53.0% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling