+0.7%
FPS vs VEEV
+37.3%
-36.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | -4.6% | -8.2% | +3.7% | -6.5% |
| 30D | -22.6% | +10.3% | -32.9% | -20.1% |
| 3M | -45.1% | +59.4% | -104.5% | -38.9% |
| 6M | -17.8% | +37.6% | -55.4% | -9.5% |
| All | +0.7% | +37.3% | -36.6% | +13.2% |
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 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