+13.0%
FIS vs VEEV
+623.9%
-610.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -2.2% | +28.8% | -31.1% | -7.8% |
| 3M | +2.1% | +54.0% | -51.9% | -7.4% |
| 6M | -14.7% | +46.0% | -60.6% | -22.0% |
| YTD | -35.7% | +23.2% | -58.9% | -39.2% |
| 1Y | -37.1% | +1.9% | -38.9% | -38.3% |
| 3Y | -20.0% | +27.0% | -47.0% | -26.6% |
| 5Y | -62.1% | -13.4% | -48.7% | -63.5% |
| 10Y | -37.4% | +575.2% | -612.6% | -58.0% |
| All | +13.0% | +623.9% | -610.9% | -27.5% |
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