+120.6%
IBM vs VEEV
-15.0%
+135.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.7% |
| 7D | +3.6% | -7.1% | +10.7% | +5.0% |
| 30D | +1.5% | +11.1% | -9.6% | -0.8% |
| 3M | -12.9% | +55.5% | -68.4% | -20.1% |
| 6M | -3.9% | +33.4% | -37.3% | -9.9% |
| YTD | -17.3% | +16.8% | -34.2% | -21.4% |
| 1Y | -5.0% | -7.7% | +2.7% | -7.2% |
| 3Y | +78.2% | +18.4% | +59.8% | +67.9% |
| 5Y | +120.6% | -14.8% | +135.4% | +99.1% |
| All | +120.6% | -15.0% | +135.7% | +99.1% |
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