+487.7%
EXPE vs VEEV
+695.8%
-208.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.2% | -2.5% | -1.7% | -3.5% |
| 30D | -4.5% | +0.3% | -4.8% | -4.5% |
| 3M | -19.7% | +25.2% | -44.9% | -24.8% |
| 6M | +18.3% | +89.7% | -71.4% | -1.0% |
| YTD | -7.3% | +35.5% | -42.8% | -15.3% |
| 1Y | -3.9% | +1.8% | -5.7% | -6.0% |
| 3Y | +123.0% | +83.2% | +39.8% | +84.9% |
| 5Y | +47.9% | -4.8% | +52.7% | +37.7% |
| 10Y | +126.5% | +663.5% | -537.0% | +33.0% |
| All | +487.7% | +695.8% | -208.2% | +223.2% |
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 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