+72.4%
IBM vs VEEV
+18.9%
+53.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | 0.0% |
| 7D | +0.3% | -5.2% | +5.5% | +1.9% |
| 30D | -1.5% | +14.9% | -16.4% | -6.0% |
| 3M | -16.8% | +58.4% | -75.1% | -28.0% |
| 6M | -9.0% | +35.5% | -44.5% | -18.4% |
| YTD | -20.1% | +18.6% | -38.7% | -26.8% |
| 1Y | -7.0% | -6.3% | -0.7% | -11.5% |
| 3Y | +72.4% | +20.2% | +52.2% | +57.6% |
| All | +72.4% | +18.9% | +53.5% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling