+188.3%
ITW vs VEEV
+556.2%
-367.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.7% | -4.6% | +3.9% | 0.0% |
| 30D | -8.3% | +8.6% | -17.0% | -9.8% |
| 3M | +6.0% | +62.4% | -56.4% | -2.5% |
| 6M | 0.0% | +40.3% | -40.3% | -6.3% |
| YTD | +10.2% | +17.5% | -7.3% | +6.2% |
| 1Y | +3.2% | -6.1% | +9.3% | +3.3% |
| 3Y | +21.0% | +16.7% | +4.3% | +14.3% |
| 5Y | +37.9% | -13.3% | +51.3% | +33.6% |
| All | +188.3% | +556.2% | -367.9% | +83.5% |
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