+154.6%
JPM vs VEEV
-14.9%
+169.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -8.2% | +5.9% | -1.3% |
| 30D | -2.3% | +10.3% | -12.7% | -3.8% |
| 3M | +14.9% | +59.4% | -44.5% | +7.4% |
| 6M | +23.6% | +37.6% | -13.9% | +17.7% |
| YTD | +11.3% | +16.9% | -5.6% | +8.4% |
| 1Y | +19.9% | -5.0% | +24.9% | +20.3% |
| 3Y | +162.6% | +18.5% | +144.1% | +150.7% |
| 5Y | +154.6% | -13.8% | +168.4% | +140.1% |
| All | +154.6% | -14.9% | +169.5% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling