-8.5%
FPS vs VEEV
+47.5%
-56.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.7% | +1.8% |
| 7D | +3.1% | -0.6% | +3.7% | +3.0% |
| 30D | -18.6% | +28.8% | -47.4% | -13.4% |
| 3M | -51.5% | +54.0% | -105.5% | -45.6% |
| 6M | -8.5% | +46.0% | -54.5% | +8.8% |
| All | -8.5% | +47.5% | -56.0% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling