+132.3%
HON vs VEEV
+556.2%
-423.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -3.5% | -4.6% | +1.2% | -2.8% |
| 30D | -13.8% | +8.6% | -22.4% | -15.1% |
| 3M | -11.7% | +62.4% | -74.1% | -18.6% |
| 6M | -18.7% | +40.3% | -59.0% | -23.6% |
| YTD | +0.2% | +17.5% | -17.3% | -3.2% |
| 1Y | -3.1% | -6.1% | +3.1% | -3.0% |
| 3Y | +17.0% | +16.7% | +0.3% | +11.0% |
| 5Y | +2.0% | -13.3% | +15.4% | -1.0% |
| All | +132.3% | +556.2% | -423.9% | +48.8% |
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 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