+2.7%
FIG vs VEEV
+91.7%
-89.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.1% |
| 7D | +3.4% | -0.7% | +4.1% | +4.2% |
| 30D | -9.5% | +1.4% | -10.9% | -10.6% |
| 3M | -26.2% | +19.4% | -45.5% | -39.8% |
| 6M | +2.7% | +93.6% | -90.9% | -54.6% |
| All | +2.7% | +91.7% | -89.0% | -54.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling