+390.5%
LIN vs VEEV
+623.9%
-233.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -2.4% | +28.8% | -31.3% | -6.5% |
| 3M | -5.6% | +54.0% | -59.6% | -12.2% |
| 6M | -3.4% | +46.0% | -49.3% | -9.8% |
| YTD | +13.1% | +23.2% | -10.1% | +8.3% |
| 1Y | +2.5% | +1.9% | +0.6% | +1.0% |
| 3Y | +27.6% | +27.0% | +0.6% | +19.1% |
| 5Y | +63.0% | -13.4% | +76.4% | +57.7% |
| 10Y | +359.3% | +575.2% | -216.0% | +232.9% |
| All | +390.5% | +623.9% | -233.4% | +241.5% |
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