-22.6%
FPS vs VEEV
+63.4%
-86.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.8% | -16.6% |
| 7D | -23.3% | -2.3% | -21.1% | -23.6% |
| 30D | -42.4% | +9.6% | -52.0% | -40.8% |
| 3M | -43.0% | +46.6% | -89.7% | -36.4% |
| 6M | -44.5% | +82.5% | -127.0% | -34.3% |
| All | -22.6% | +63.4% | -86.0% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling