+480.7%
EXPE vs VEEV
+693.5%
-212.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -6.1% | +1.4% | -7.5% | -6.4% |
| 3M | -21.3% | +19.4% | -40.7% | -25.3% |
| 6M | +19.0% | +93.6% | -74.6% | -0.9% |
| YTD | -8.4% | +35.1% | -43.5% | -16.3% |
| 1Y | -2.8% | +3.4% | -6.2% | -5.3% |
| 3Y | +120.8% | +81.4% | +39.4% | +83.5% |
| 5Y | +46.2% | -5.1% | +51.3% | +36.2% |
| 10Y | +123.8% | +661.2% | -537.4% | +31.5% |
| All | +480.7% | +693.5% | -212.8% | +219.6% |
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