+291.3%
IR vs VEEV
+391.1%
-99.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +1.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -15.1% | +28.8% | -44.0% | -19.8% |
| 3M | +6.1% | +54.0% | -48.0% | -3.7% |
| 6M | -16.8% | +46.0% | -62.8% | -24.1% |
| YTD | -3.5% | +23.2% | -26.8% | -8.9% |
| 1Y | -3.5% | +1.9% | -5.4% | -5.2% |
| 3Y | +9.5% | +27.0% | -17.5% | +0.1% |
| 5Y | +45.1% | -13.4% | +58.5% | +39.0% |
| All | +291.3% | +391.1% | -99.8% | +160.1% |
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 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