+129.0%
IBM vs VEEV
+695.8%
-566.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | +6.8% | +0.3% | +6.5% | +6.7% |
| 3M | +4.4% | +25.2% | -20.8% | +0.7% |
| 6M | +13.2% | +89.7% | -76.5% | +2.7% |
| YTD | -15.1% | +35.5% | -50.6% | -19.6% |
| 1Y | -20.2% | +1.8% | -22.0% | -21.7% |
| 3Y | +79.3% | +83.2% | -3.9% | +62.6% |
| 5Y | +147.5% | -4.8% | +152.3% | +137.5% |
| 10Y | +140.2% | +663.5% | -523.3% | +83.0% |
| All | +129.0% | +695.8% | -566.9% | +65.4% |
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 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