+86.3%
FOXA vs VEEV
+119.0%
-32.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -5.4% | -7.1% | +1.7% | -4.6% |
| 30D | +1.1% | +11.1% | -10.0% | -0.4% |
| 3M | -6.1% | +55.5% | -61.6% | -11.4% |
| 6M | +8.2% | +33.4% | -25.1% | +3.8% |
| YTD | -11.8% | +16.8% | -28.6% | -14.2% |
| 1Y | +9.9% | -7.7% | +17.7% | +9.9% |
| 3Y | +110.7% | +18.4% | +92.4% | +102.0% |
| 5Y | +86.9% | -14.8% | +101.7% | +81.7% |
| All | +86.3% | +119.0% | -32.7% | +37.2% |
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