-9.9%
LOW vs VEEV
+18.9%
-28.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.7% | -4.6% | +0.9% | -3.1% |
| 30D | -8.9% | +8.6% | -17.5% | -10.1% |
| 3M | -10.4% | +62.4% | -72.8% | -16.5% |
| 6M | -19.4% | +40.3% | -59.7% | -23.4% |
| YTD | -17.1% | +17.5% | -34.7% | -19.0% |
| 1Y | -26.3% | -6.1% | -20.2% | -25.0% |
| 3Y | -9.9% | +16.7% | -26.6% | -15.7% |
| All | -9.9% | +18.9% | -28.8% | -15.7% |
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