+95.6%
LLY vs VEEV
+18.9%
+76.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.7% |
| 7D | -3.1% | -5.2% | +2.0% | -2.4% |
| 30D | -5.1% | +14.9% | -20.0% | -7.2% |
| 3M | -2.1% | +58.4% | -60.4% | -9.1% |
| 6M | +13.8% | +35.5% | -21.6% | +8.2% |
| YTD | +5.1% | +18.6% | -13.6% | +2.4% |
| 1Y | +53.1% | -6.3% | +59.5% | +55.8% |
| 3Y | +95.6% | +20.2% | +75.4% | +99.2% |
| All | +95.6% | +18.9% | +76.7% | +99.2% |
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