+1,040.3%
FLEX vs VEEV
+702.0%
+338.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +3.8% |
| 7D | +2.2% | -1.9% | +4.1% | +2.7% |
| 30D | -32.6% | +3.0% | -35.7% | -33.3% |
| 3M | -35.5% | +28.8% | -64.3% | -39.8% |
| 6M | -45.6% | +91.3% | -136.8% | -54.7% |
| YTD | +30.7% | +36.5% | -5.8% | +17.5% |
| 1Y | +28.4% | +1.9% | +26.5% | +25.0% |
| 3Y | +301.7% | +84.6% | +217.0% | +223.3% |
| 5Y | +473.3% | -2.6% | +475.9% | +431.7% |
| 10Y | +651.7% | +669.4% | -17.7% | +330.1% |
| All | +1,040.3% | +702.0% | +338.3% | +510.2% |
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