+2.0%
FISV vs VEEV
+556.2%
-554.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -2.7% | -4.6% | +1.9% | -1.4% |
| 30D | 0.0% | +8.6% | -8.6% | -2.4% |
| 3M | -2.8% | +62.4% | -65.2% | -14.7% |
| 6M | -11.8% | +40.3% | -52.1% | -19.9% |
| YTD | -23.2% | +17.5% | -40.8% | -27.2% |
| 1Y | -62.0% | -6.1% | -55.9% | -62.0% |
| 3Y | -57.6% | +16.7% | -74.3% | -60.8% |
| 5Y | -53.4% | -13.3% | -40.0% | -54.9% |
| All | +2.0% | +556.2% | -554.2% | -42.8% |
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