+367.3%
ITW vs VEEV
+586.3%
-219.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -1.9% | -7.1% | +5.2% | -0.9% |
| 30D | -10.4% | +11.1% | -21.5% | -12.0% |
| 3M | +3.5% | +55.5% | -52.0% | -3.3% |
| 6M | -3.4% | +33.4% | -36.7% | -8.1% |
| YTD | +8.5% | +16.8% | -8.3% | +5.0% |
| 1Y | +3.2% | -7.7% | +11.0% | +3.4% |
| 3Y | +18.9% | +18.4% | +0.5% | +12.9% |
| 5Y | +35.0% | -14.8% | +49.8% | +31.3% |
| 10Y | +188.6% | +546.5% | -357.9% | +108.5% |
| All | +367.3% | +586.3% | -219.0% | +225.6% |
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