+105.3%
FAST vs VEEV
-4.9%
+110.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.5% |
| 7D | +2.1% | -2.9% | +5.0% | +2.6% |
| 30D | +6.9% | +7.5% | -0.6% | +5.5% |
| 3M | +4.8% | +39.5% | -34.6% | -1.6% |
| 6M | +19.8% | +81.5% | -61.7% | +6.9% |
| YTD | +34.9% | +36.1% | -1.2% | +26.8% |
| 1Y | +32.8% | +4.3% | +28.5% | +31.6% |
| 3Y | +93.7% | +54.8% | +38.9% | +72.9% |
| All | +105.3% | -4.9% | +110.2% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling