+469.9%
FAST vs VEEV
+623.9%
-154.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +1.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -0.8% | +28.8% | -29.6% | -5.8% |
| 3M | +5.8% | +54.0% | -48.3% | -3.2% |
| 6M | +8.0% | +46.0% | -38.0% | -0.7% |
| YTD | +25.6% | +23.2% | +2.4% | +19.1% |
| 1Y | +0.8% | +1.9% | -1.1% | -1.0% |
| 3Y | +86.1% | +27.0% | +59.1% | +71.6% |
| 5Y | +100.2% | -13.4% | +113.6% | +93.4% |
| 10Y | +494.2% | +575.2% | -81.1% | +302.0% |
| All | +469.9% | +623.9% | -154.0% | +263.0% |
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