-15.8%
F vs VEEV
-4.9%
-10.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.2% |
| 7D | +1.6% | -2.9% | +4.5% | +2.3% |
| 30D | +2.6% | +7.5% | -4.9% | +0.7% |
| 3M | -8.8% | +39.5% | -48.3% | -16.5% |
| 6M | +4.6% | +81.5% | -76.9% | -11.2% |
| YTD | -1.9% | +36.1% | -38.0% | -10.4% |
| 1Y | -0.8% | +4.3% | -5.1% | -2.0% |
| 3Y | +43.5% | +54.8% | -11.4% | +19.9% |
| All | -15.8% | -4.9% | -10.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling