+533.3%
FAST vs VEEV
+656.9%
-123.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +6.7% | +1.4% | +5.3% | +6.2% |
| 3M | +8.0% | +19.4% | -11.3% | +3.4% |
| 6M | +27.4% | +93.6% | -66.2% | +8.9% |
| YTD | +40.5% | +35.1% | +5.4% | +29.4% |
| 1Y | +38.4% | +3.4% | +35.0% | +35.5% |
| 3Y | +98.7% | +81.4% | +17.3% | +66.2% |
| 5Y | +106.7% | -5.1% | +111.8% | +95.7% |
| All | +533.3% | +656.9% | -123.5% | +285.4% |
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