+148.3%
IBM vs VEEV
-3.2%
+151.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | +10.1% | +3.0% | +7.1% | +9.4% |
| 3M | +4.8% | +28.8% | -24.0% | -0.7% |
| 6M | +12.6% | +91.3% | -78.7% | -0.9% |
| YTD | -13.9% | +36.5% | -50.4% | -20.7% |
| 1Y | -18.7% | +1.9% | -20.6% | -22.5% |
| 3Y | +81.9% | +84.6% | -2.7% | +62.2% |
| 5Y | +148.3% | -2.6% | +150.9% | +125.4% |
| All | +148.3% | -3.2% | +151.5% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling