+22.9%
ITW vs VEEV
+6.7%
+16.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +2.4% |
| 7D | +6.3% | -2.3% | +8.6% | +6.2% |
| 30D | +11.1% | +9.6% | +1.5% | +11.3% |
| 3M | +0.1% | +46.6% | -46.5% | +1.2% |
| 6M | +18.1% | +82.5% | -64.4% | +20.9% |
| YTD | +21.4% | +39.2% | -17.7% | +23.8% |
| 1Y | +22.9% | +5.8% | +17.0% | +24.0% |
| All | +22.9% | +6.7% | +16.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling