-40.6%
FIS vs VEEV
+556.2%
-596.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -7.9% | -4.6% | -3.3% | -6.7% |
| 30D | -8.0% | +8.6% | -16.6% | -10.3% |
| 3M | +0.6% | +62.4% | -61.8% | -11.8% |
| 6M | -22.2% | +40.3% | -62.5% | -29.4% |
| YTD | -40.8% | +17.5% | -58.3% | -43.9% |
| 1Y | -41.5% | -6.1% | -35.4% | -41.7% |
| 3Y | -25.5% | +16.7% | -42.2% | -31.5% |
| 5Y | -64.8% | -13.3% | -51.4% | -66.2% |
| All | -40.6% | +556.2% | -596.7% | -65.1% |
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