+274.5%
IR vs VEEV
+365.9%
-91.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.1% | -8.2% | +5.2% | -1.4% |
| 30D | -14.0% | +10.3% | -24.3% | -16.0% |
| 3M | +3.7% | +59.4% | -55.6% | -6.5% |
| 6M | -15.4% | +37.6% | -53.0% | -21.8% |
| YTD | -7.7% | +16.9% | -24.6% | -11.9% |
| 1Y | -8.8% | -5.0% | -3.9% | -9.1% |
| 3Y | +5.6% | +18.5% | -12.9% | -2.0% |
| 5Y | +34.3% | -13.8% | +48.1% | +28.8% |
| All | +274.5% | +365.9% | -91.3% | +151.6% |
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