+444.4%
FANG vs VEEV
+590.5%
-146.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.9% | -4.6% | +7.5% | +3.6% |
| 30D | +2.6% | +8.6% | -6.0% | +1.1% |
| 3M | +7.6% | +62.4% | -54.9% | -0.6% |
| 6M | +17.3% | +40.3% | -22.9% | +10.4% |
| YTD | +38.7% | +17.5% | +21.1% | +33.8% |
| 1Y | +51.6% | -6.1% | +57.8% | +51.4% |
| 3Y | +50.0% | +16.7% | +33.3% | +41.9% |
| 5Y | +237.6% | -13.3% | +250.9% | +227.4% |
| 10Y | +180.7% | +550.5% | -369.8% | +73.2% |
| All | +444.4% | +590.5% | -146.1% | +225.5% |
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