+81.6%
KO vs VEEV
-14.2%
+95.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -8.2% | +7.1% | -0.8% |
| 30D | +1.6% | +10.3% | -8.8% | +1.1% |
| 3M | +5.8% | +59.4% | -53.6% | +3.8% |
| 6M | +14.3% | +37.6% | -23.3% | +12.7% |
| YTD | +27.3% | +16.9% | +10.4% | +26.4% |
| 1Y | +33.2% | -5.0% | +38.1% | +33.7% |
| 3Y | +64.5% | +18.5% | +46.0% | +61.4% |
| All | +81.6% | -14.2% | +95.8% | +75.3% |
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