+39.2%
F vs VEEV
+699.3%
-660.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | +2.6% | +7.5% | -4.9% | +1.3% |
| 3M | -8.8% | +39.5% | -48.3% | -14.3% |
| 6M | +4.6% | +81.5% | -76.9% | -6.6% |
| YTD | -1.9% | +36.1% | -38.0% | -8.2% |
| 1Y | -0.8% | +4.3% | -5.1% | -2.7% |
| 3Y | +43.5% | +54.8% | -11.4% | +28.5% |
| 5Y | -12.1% | -4.7% | -7.3% | -17.4% |
| 10Y | +83.6% | +709.1% | -625.4% | +23.1% |
| All | +39.2% | +699.3% | -660.1% | -10.7% |
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 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