+178.8%
FDX vs VEEV
+538.1%
-359.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.2% |
| 7D | -2.3% | -7.1% | +4.8% | -0.7% |
| 30D | -4.9% | +11.1% | -16.0% | -7.5% |
| 3M | -6.5% | +55.5% | -62.0% | -16.1% |
| 6M | +6.7% | +33.4% | -26.7% | -1.5% |
| YTD | +33.9% | +16.8% | +17.0% | +27.1% |
| 1Y | +72.2% | -7.7% | +79.9% | +72.9% |
| 3Y | +60.2% | +18.4% | +41.9% | +47.1% |
| 5Y | +62.9% | -14.8% | +77.7% | +58.0% |
| 10Y | +178.8% | +546.5% | -367.7% | +61.2% |
| All | +178.8% | +538.1% | -359.3% | +61.2% |
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