+284.0%
FITB vs VEEV
+556.2%
-272.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.3% | -4.6% | +4.3% | +0.5% |
| 30D | -5.7% | +8.6% | -14.3% | -7.4% |
| 3M | +3.2% | +62.4% | -59.3% | -6.1% |
| 6M | +23.4% | +40.3% | -16.8% | +14.8% |
| YTD | +18.8% | +17.5% | +1.2% | +14.0% |
| 1Y | +25.0% | -6.1% | +31.1% | +24.8% |
| 3Y | +131.2% | +16.7% | +114.5% | +117.4% |
| 5Y | +70.7% | -13.3% | +84.0% | +63.8% |
| All | +284.0% | +556.2% | -272.1% | +121.0% |
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