+227.5%
LOW vs VEEV
+556.2%
-328.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.7% | -4.6% | +0.9% | -2.6% |
| 30D | -8.9% | +8.6% | -17.5% | -11.1% |
| 3M | -10.4% | +62.4% | -72.8% | -21.1% |
| 6M | -19.4% | +40.3% | -59.7% | -27.0% |
| YTD | -17.1% | +17.5% | -34.7% | -21.7% |
| 1Y | -26.3% | -6.1% | -20.2% | -26.4% |
| 3Y | -9.9% | +16.7% | -26.6% | -17.4% |
| 5Y | +6.1% | -13.3% | +19.5% | +1.6% |
| All | +227.5% | +556.2% | -328.6% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling