-24.1%
FICO vs VEEV
+56.3%
-80.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -0.9% | -2.9% | +2.0% | +0.1% |
| 30D | +3.3% | +7.5% | -4.2% | +0.6% |
| 3M | -31.7% | +39.5% | -71.2% | -39.8% |
| 6M | -34.0% | +81.5% | -115.5% | -47.0% |
| YTD | -58.3% | +36.1% | -94.4% | -63.8% |
| 1Y | -57.9% | +4.3% | -62.2% | -60.9% |
| 3Y | -24.1% | +54.8% | -78.9% | -34.9% |
| All | -24.1% | +56.3% | -80.4% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling