+507.7%
FAST vs VEEV
+547.1%
-39.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | +1.3% | -5.2% | +6.4% | +2.4% |
| 30D | -4.7% | +14.9% | -19.7% | -8.0% |
| 3M | +7.9% | +58.4% | -50.4% | -3.2% |
| 6M | +7.4% | +35.5% | -28.0% | -0.9% |
| YTD | +25.1% | +18.6% | +6.4% | +18.6% |
| 1Y | +4.7% | -6.3% | +11.0% | +4.7% |
| 3Y | +94.7% | +20.2% | +74.5% | +79.0% |
| 5Y | +106.8% | -13.8% | +120.6% | +99.8% |
| 10Y | +507.7% | +542.0% | -34.4% | +245.2% |
| All | +507.7% | +547.1% | -39.4% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling