+87.6%
FISV vs VEEV
+586.3%
-498.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | -6.4% | -7.1% | +0.7% | -4.9% |
| 30D | -6.8% | +11.1% | -18.0% | -9.2% |
| 3M | -10.0% | +55.5% | -65.5% | -18.5% |
| 6M | -20.6% | +33.4% | -54.0% | -26.0% |
| YTD | -27.6% | +16.8% | -44.4% | -30.6% |
| 1Y | -64.3% | -7.7% | -56.6% | -64.2% |
| 3Y | -60.0% | +18.4% | -78.4% | -62.6% |
| 5Y | -57.7% | -14.8% | -42.9% | -58.9% |
| 10Y | -3.0% | +546.5% | -549.5% | -34.3% |
| All | +87.6% | +586.3% | -498.7% | +22.1% |
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 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