-80.8%
FIG vs VEEV
-9.0%
-71.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -12.2% | -8.2% | -4.0% | -5.0% |
| 30D | -11.0% | +10.3% | -21.3% | -18.8% |
| 3M | +11.9% | +59.4% | -47.5% | -26.3% |
| 6M | -21.9% | +37.6% | -59.5% | -42.9% |
| YTD | -40.8% | +16.9% | -57.7% | -54.2% |
| 1Y | -56.6% | -5.0% | -51.7% | -65.1% |
| All | -80.8% | -9.0% | -71.8% | -84.6% |
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