+2,903.0%
LLY vs VEEV
+623.9%
+2,279.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | -1.6% | +28.8% | -30.5% | -5.2% |
| 3M | +2.3% | +54.0% | -51.7% | -3.9% |
| 6M | +14.9% | +46.0% | -31.1% | +8.2% |
| YTD | +7.5% | +23.2% | -15.8% | +3.5% |
| 1Y | +55.7% | +1.9% | +53.8% | +53.7% |
| 3Y | +110.6% | +27.0% | +83.6% | +99.5% |
| 5Y | +363.4% | -13.4% | +376.8% | +354.1% |
| 10Y | +1,649.0% | +575.2% | +1,073.7% | +1,218.2% |
| All | +2,903.0% | +623.9% | +2,279.0% | +2,089.1% |
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 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