+98.7%
FAST vs VEEV
+80.8%
+17.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +4.2% | -0.7% | +4.9% | +4.2% |
| 30D | +6.7% | +1.4% | +5.3% | +6.4% |
| 3M | +8.0% | +19.4% | -11.3% | +5.5% |
| 6M | +27.4% | +93.6% | -66.2% | +16.5% |
| YTD | +40.5% | +35.1% | +5.4% | +35.9% |
| 1Y | +38.4% | +3.4% | +35.0% | +40.5% |
| 3Y | +98.7% | +81.4% | +17.3% | +78.5% |
| All | +98.7% | +80.8% | +17.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling