+115.4%
FOXA vs VEEV
+18.9%
+96.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | +0.8% | -4.6% | +5.4% | +1.3% |
| 30D | +5.0% | +8.6% | -3.6% | +3.8% |
| 3M | -3.0% | +62.4% | -65.5% | -9.0% |
| 6M | +14.8% | +40.3% | -25.5% | +9.5% |
| YTD | -8.9% | +17.5% | -26.5% | -11.5% |
| 1Y | +13.3% | -6.1% | +19.4% | +13.0% |
| 3Y | +115.4% | +16.7% | +98.7% | +98.5% |
| All | +115.4% | +18.9% | +96.5% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling