+286.6%
FDX vs VEEV
+623.9%
-337.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +3.8% | +28.8% | -25.0% | -1.6% |
| 3M | -1.3% | +54.0% | -55.3% | -10.0% |
| 6M | +5.0% | +46.0% | -40.9% | -3.8% |
| YTD | +39.6% | +23.2% | +16.4% | +32.1% |
| 1Y | +81.1% | +1.9% | +79.3% | +77.8% |
| 3Y | +63.0% | +27.0% | +36.0% | +49.6% |
| 5Y | +65.6% | -13.4% | +79.0% | +59.9% |
| 10Y | +183.4% | +575.2% | -391.9% | +87.8% |
| All | +286.6% | +623.9% | -337.3% | +145.9% |
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 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