+423.9%
LOW vs VEEV
+596.9%
-173.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.0% |
| 7D | +0.4% | -5.2% | +5.5% | +1.4% |
| 30D | -10.1% | +14.9% | -25.0% | -13.0% |
| 3M | -2.9% | +58.4% | -61.2% | -12.1% |
| 6M | -19.4% | +35.5% | -54.9% | -25.2% |
| YTD | -15.4% | +18.6% | -34.1% | -19.5% |
| 1Y | -24.9% | -6.3% | -18.6% | -25.1% |
| 3Y | -7.8% | +20.2% | -28.0% | -14.6% |
| 5Y | +8.4% | -13.8% | +22.2% | +4.3% |
| 10Y | +226.8% | +542.0% | -315.2% | +129.9% |
| All | +423.9% | +596.9% | -173.0% | +249.9% |
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