-19.4%
FIS vs VEEV
+693.5%
-712.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -16.7% | +1.4% | -18.1% | -17.1% |
| 3M | -32.3% | +19.4% | -51.6% | -35.2% |
| 6M | -29.1% | +93.6% | -122.7% | -39.0% |
| YTD | -54.1% | +35.1% | -89.2% | -57.5% |
| 1Y | -53.7% | +3.4% | -57.1% | -54.9% |
| 3Y | -38.8% | +81.4% | -120.2% | -48.0% |
| 5Y | -71.1% | -5.1% | -66.0% | -72.8% |
| 10Y | -53.1% | +661.2% | -714.3% | -69.3% |
| All | -19.4% | +693.5% | -712.9% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling