+252.1%
INTC vs VEEV
+556.2%
-304.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +7.5% | -4.6% | +12.1% | +8.7% |
| 30D | +2.0% | +8.6% | -6.7% | -0.8% |
| 3M | -12.0% | +62.4% | -74.4% | -24.7% |
| 6M | +114.5% | +40.3% | +74.3% | +89.8% |
| YTD | +179.0% | +17.5% | +161.4% | +159.4% |
| 1Y | +318.3% | -6.1% | +324.4% | +316.9% |
| 3Y | +171.2% | +16.7% | +154.5% | +144.8% |
| 5Y | +107.6% | -13.3% | +120.9% | +98.7% |
| All | +252.1% | +556.2% | -304.0% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling