-4.2%
IBM vs VEEV
-7.6%
+3.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.1% |
| 7D | +3.6% | -7.1% | +10.7% | +7.1% |
| 30D | +1.5% | +11.1% | -9.6% | -4.3% |
| 3M | -12.9% | +55.5% | -68.4% | -30.8% |
| 6M | -3.9% | +33.4% | -37.3% | -18.9% |
| YTD | -17.3% | +16.8% | -34.2% | -30.0% |
| All | -4.2% | -7.6% | +3.4% | -15.7% |
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