+67.5%
FERG vs VEEV
-14.9%
+82.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -8.2% | +7.2% | +0.6% |
| 30D | -11.8% | +10.3% | -22.1% | -13.9% |
| 3M | -1.2% | +59.4% | -60.6% | -11.0% |
| 6M | -2.3% | +37.6% | -39.9% | -9.5% |
| YTD | +0.8% | +16.9% | -16.1% | -3.4% |
| 1Y | +0.5% | -5.0% | +5.4% | +1.2% |
| 3Y | +51.4% | +18.5% | +32.9% | +41.4% |
| 5Y | +67.5% | -13.8% | +81.3% | +57.5% |
| All | +67.5% | -14.9% | +82.3% | +57.5% |
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