+74.3%
F vs VEEV
+664.3%
-590.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | +2.1% | +3.2% | -1.1% | +1.5% |
| 3M | -10.3% | +30.2% | -40.5% | -15.0% |
| 6M | +3.3% | +83.7% | -80.4% | -8.9% |
| YTD | -2.0% | +36.9% | -38.9% | -8.9% |
| 1Y | -2.3% | +3.3% | -5.6% | -3.9% |
| 3Y | +49.9% | +85.1% | -35.2% | +28.0% |
| 5Y | -12.5% | -2.6% | -9.8% | -19.5% |
| 10Y | +74.3% | +676.7% | -602.4% | +22.0% |
| All | +74.3% | +664.3% | -590.0% | +22.0% |
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