+3,655.2%
LLY vs VEEV
+702.0%
+2,953.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -1.9% | +3.2% | +1.6% |
| 30D | +21.5% | +3.0% | +18.5% | +21.0% |
| 3M | +18.5% | +28.8% | -10.4% | +14.1% |
| 6M | +49.1% | +91.3% | -42.2% | +35.6% |
| YTD | +34.4% | +36.5% | -2.1% | +27.6% |
| 1Y | +46.3% | +1.9% | +44.4% | +44.5% |
| 3Y | +145.5% | +84.6% | +60.9% | +121.0% |
| 5Y | +472.7% | -2.6% | +475.3% | +452.0% |
| 10Y | +2,049.9% | +669.4% | +1,380.5% | +1,492.3% |
| All | +3,655.2% | +702.0% | +2,953.2% | +2,597.2% |
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 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