-79.9%
FIG vs VEEV
-8.5%
-71.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.2% | +4.3% |
| 7D | -3.8% | -4.6% | +0.8% | +0.5% |
| 30D | -2.3% | +8.6% | -11.0% | -9.5% |
| 3M | +20.0% | +62.4% | -42.5% | -22.2% |
| 6M | -16.7% | +40.3% | -56.9% | -39.8% |
| YTD | -37.9% | +17.5% | -55.5% | -52.2% |
| 1Y | -58.5% | -6.1% | -52.4% | -66.7% |
| All | -79.9% | -8.5% | -71.4% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling