-3.4%
ITW vs VEEV
+34.2%
-37.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.8% |
| 7D | -1.9% | -7.1% | +5.2% | -1.9% |
| 30D | -10.4% | +11.1% | -21.5% | -10.3% |
| 3M | +3.5% | +55.5% | -52.0% | +4.6% |
| 6M | -3.4% | +33.4% | -36.7% | -0.5% |
| All | -3.4% | +34.2% | -37.6% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling