+590.9%
JPM vs VEEV
+556.2%
+34.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.7% | -4.6% | +3.9% | 0.0% |
| 30D | -2.5% | +8.6% | -11.1% | -3.8% |
| 3M | +14.1% | +62.4% | -48.3% | +6.1% |
| 6M | +25.1% | +40.3% | -15.2% | +18.3% |
| YTD | +12.1% | +17.5% | -5.4% | +8.7% |
| 1Y | +18.8% | -6.1% | +24.9% | +18.8% |
| 3Y | +163.4% | +16.7% | +146.7% | +151.2% |
| 5Y | +156.5% | -13.3% | +169.9% | +148.9% |
| All | +590.9% | +556.2% | +34.7% | +340.9% |
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