+337.2%
IR vs VEEV
+439.8%
-102.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +4.3% | -2.5% | +6.7% | +4.8% |
| 30D | +8.1% | +0.3% | +7.8% | +7.9% |
| 3M | +0.7% | +25.2% | -24.5% | -4.3% |
| 6M | +16.6% | +89.7% | -73.1% | +1.0% |
| YTD | +7.8% | +35.5% | -27.7% | -0.3% |
| 1Y | +9.9% | +1.8% | +8.1% | +8.2% |
| 3Y | +25.2% | +83.2% | -58.0% | +5.8% |
| 5Y | +46.8% | -4.8% | +51.6% | +37.8% |
| All | +337.2% | +439.8% | -102.6% | +184.7% |
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