+67.3%
F vs VEEV
+656.9%
-589.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | 0.0% | +1.4% | -1.4% | -0.3% |
| 3M | -13.2% | +19.4% | -32.6% | -16.4% |
| 6M | -10.2% | +93.6% | -103.8% | -21.6% |
| YTD | -4.9% | +35.1% | -40.0% | -11.4% |
| 1Y | -6.1% | +3.4% | -9.5% | -7.7% |
| 3Y | +46.0% | +81.4% | -35.4% | +25.1% |
| 5Y | -15.7% | -5.1% | -10.6% | -22.2% |
| All | +67.3% | +656.9% | -589.5% | +16.8% |
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