+84.1%
F vs VEEV
+538.1%
-454.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.6% |
| 7D | -4.9% | -7.1% | +2.2% | -3.6% |
| 30D | -2.9% | +11.1% | -14.0% | -5.1% |
| 3M | -9.1% | +55.5% | -64.6% | -17.0% |
| 6M | +12.9% | +33.4% | -20.4% | +5.7% |
| YTD | +6.1% | +16.8% | -10.8% | +1.7% |
| 1Y | +22.5% | -7.7% | +30.3% | +23.0% |
| 3Y | +32.1% | +18.4% | +13.7% | +23.2% |
| 5Y | +43.7% | -14.8% | +58.5% | +36.0% |
| 10Y | +84.1% | +546.5% | -462.4% | +23.7% |
| All | +84.1% | +538.1% | -454.0% | +23.7% |
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