+76.9%
FICO vs VEEV
-4.9%
+81.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | -31.7% | +39.5% | -71.2% | -40.4% |
| 6M | -34.0% | +81.5% | -115.5% | -48.0% |
| YTD | -58.3% | +36.1% | -94.4% | -63.6% |
| 1Y | -57.9% | +4.3% | -62.2% | -59.8% |
| 3Y | -24.1% | +54.8% | -78.9% | -39.3% |
| All | +76.9% | -4.9% | +81.8% | +49.7% |
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