+118.3%
IBM vs VEEV
+623.9%
-505.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | +0.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +0.3% | +28.8% | -28.6% | -3.7% |
| 3M | -21.6% | +54.0% | -75.6% | -26.6% |
| 6M | -4.7% | +46.0% | -50.6% | -10.2% |
| YTD | -19.1% | +23.2% | -42.3% | -22.2% |
| 1Y | -2.5% | +1.9% | -4.4% | -4.1% |
| 3Y | +74.2% | +27.0% | +47.1% | +65.1% |
| 5Y | +113.1% | -13.4% | +126.5% | +107.5% |
| 10Y | +133.5% | +575.2% | -441.7% | +80.9% |
| All | +118.3% | +623.9% | -505.6% | +60.1% |
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