+53.9%
F vs VEEV
-13.1%
+67.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.7% | +2.2% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +4.6% | +28.8% | -24.3% | -2.2% |
| 3M | -3.7% | +54.0% | -57.7% | -14.3% |
| 6M | +16.8% | +46.0% | -29.1% | +4.7% |
| YTD | +15.3% | +23.2% | -7.9% | +8.1% |
| 1Y | +31.0% | +1.9% | +29.1% | +29.3% |
| 3Y | +45.4% | +27.0% | +18.4% | +29.1% |
| All | +53.9% | -13.1% | +67.0% | +37.3% |
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