+131.3%
IBM vs VEEV
+693.5%
-562.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +9.2% | +1.4% | +7.8% | +9.0% |
| 3M | +4.9% | +19.4% | -14.4% | +1.9% |
| 6M | +16.8% | +93.6% | -76.9% | +5.7% |
| YTD | -14.3% | +35.1% | -49.4% | -18.7% |
| 1Y | -16.7% | +3.4% | -20.1% | -18.5% |
| 3Y | +82.2% | +81.4% | +0.9% | +65.4% |
| 5Y | +149.9% | -5.1% | +155.0% | +140.0% |
| 10Y | +142.6% | +661.2% | -518.7% | +84.9% |
| All | +131.3% | +693.5% | -562.2% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling