+511.9%
FAST vs VEEV
+699.3%
-187.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.6% |
| 7D | +2.1% | -2.9% | +5.0% | +2.6% |
| 30D | +6.9% | +7.5% | -0.6% | +5.3% |
| 3M | +4.8% | +39.5% | -34.6% | -2.1% |
| 6M | +19.8% | +81.5% | -61.7% | +5.8% |
| YTD | +34.9% | +36.1% | -1.2% | +25.3% |
| 1Y | +32.8% | +4.3% | +28.5% | +29.9% |
| 3Y | +93.7% | +54.8% | +38.9% | +71.6% |
| 5Y | +105.3% | -4.7% | +110.0% | +94.5% |
| 10Y | +595.4% | +709.1% | -113.7% | +356.7% |
| All | +511.9% | +699.3% | -187.4% | +281.8% |
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