+346.8%
FSLR vs VEEV
+623.9%
-277.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -0.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -13.7% | +28.8% | -42.5% | -20.2% |
| 3M | -35.1% | +54.0% | -89.1% | -43.5% |
| 6M | +3.6% | +46.0% | -42.3% | -9.3% |
| YTD | -21.7% | +23.2% | -45.0% | -28.2% |
| 1Y | +1.3% | +1.9% | -0.6% | -1.8% |
| 3Y | +9.7% | +27.0% | -17.3% | -3.4% |
| 5Y | +117.4% | -13.4% | +130.8% | +107.7% |
| 10Y | +435.5% | +575.2% | -139.7% | +177.5% |
| All | +346.8% | +623.9% | -277.1% | +110.2% |
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