+63.6%
F vs VEEV
+623.9%
-560.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.7% | +2.0% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +4.6% | +28.8% | -24.3% | -0.2% |
| 3M | -3.7% | +54.0% | -57.7% | -11.2% |
| 6M | +16.8% | +46.0% | -29.1% | +8.1% |
| YTD | +15.3% | +23.2% | -7.9% | +9.8% |
| 1Y | +31.0% | +1.9% | +29.1% | +28.8% |
| 3Y | +45.4% | +27.0% | +18.4% | +35.0% |
| 5Y | +54.7% | -13.4% | +68.1% | +47.8% |
| 10Y | +98.2% | +575.2% | -477.0% | +36.8% |
| All | +63.6% | +623.9% | -560.3% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling