+30.0%
LIN vs VEEV
+27.6%
+2.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -2.4% | +28.8% | -31.3% | -4.3% |
| 3M | -5.6% | +54.0% | -59.6% | -8.7% |
| 6M | -3.4% | +46.0% | -49.3% | -6.2% |
| YTD | +13.1% | +23.2% | -10.1% | +11.7% |
| 1Y | +2.5% | +1.9% | +0.6% | +3.4% |
| All | +30.0% | +27.6% | +2.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling