+3.1%
FICO vs VEEV
+24.3%
-21.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.3% | -13.4% | -15.5% |
| 7D | -19.2% | -0.6% | -18.6% | -18.8% |
| 30D | -14.6% | +28.8% | -43.4% | -22.2% |
| 3M | -20.1% | +54.0% | -74.1% | -31.6% |
| 6M | -36.3% | +46.0% | -82.3% | -44.7% |
| YTD | -44.9% | +23.2% | -68.1% | -50.1% |
| 1Y | -38.6% | +1.9% | -40.5% | -41.8% |
| All | +3.1% | +24.3% | -21.2% | -4.8% |
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 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