+43.3%
IR vs VEEV
-14.3%
+57.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.9% |
| 7D | +0.6% | -5.2% | +5.8% | +1.7% |
| 30D | -13.6% | +14.9% | -28.5% | -16.4% |
| 3M | +3.7% | +58.4% | -54.7% | -6.7% |
| 6M | -13.1% | +35.5% | -48.5% | -19.3% |
| YTD | -5.1% | +18.6% | -23.8% | -9.4% |
| 1Y | -6.5% | -6.3% | -0.1% | -5.5% |
| 3Y | +8.5% | +20.2% | -11.7% | +0.1% |
| 5Y | +43.3% | -13.8% | +57.1% | +42.1% |
| All | +43.3% | -14.3% | +57.6% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling