+33.7%
LULU vs VEEV
+590.5%
-556.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | -4.6% | +3.0% | -0.2% |
| 30D | -18.1% | +8.6% | -26.8% | -20.6% |
| 3M | -18.8% | +62.4% | -81.2% | -30.9% |
| 6M | -39.2% | +40.3% | -79.5% | -46.2% |
| YTD | -52.4% | +17.5% | -69.9% | -55.5% |
| 1Y | -40.3% | -6.1% | -34.2% | -40.3% |
| 3Y | -75.1% | +16.7% | -91.8% | -77.3% |
| 5Y | -76.7% | -13.3% | -63.4% | -77.5% |
| 10Y | +52.7% | +550.5% | -497.7% | -0.9% |
| All | +33.7% | +590.5% | -556.9% | -18.2% |
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