+820.8%
JPM vs VEEV
+586.3%
+234.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -0.4% | -7.1% | +6.7% | +0.5% |
| 30D | -1.4% | +11.1% | -12.5% | -3.0% |
| 3M | +13.9% | +55.5% | -41.6% | +6.8% |
| 6M | +23.5% | +33.4% | -9.8% | +17.8% |
| YTD | +11.6% | +16.8% | -5.2% | +8.3% |
| 1Y | +21.4% | -7.7% | +29.1% | +21.5% |
| 3Y | +163.4% | +18.4% | +145.1% | +151.0% |
| 5Y | +152.5% | -14.8% | +167.3% | +145.9% |
| 10Y | +592.1% | +546.5% | +45.6% | +381.2% |
| All | +820.8% | +586.3% | +234.5% | +500.5% |
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 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