-22.8%
LYB vs VEEV
+18.9%
-41.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +0.3% | -4.6% | +4.9% | +0.6% |
| 30D | +2.5% | +8.6% | -6.2% | +1.6% |
| 3M | +1.4% | +62.4% | -61.0% | -3.2% |
| 6M | -3.5% | +40.3% | -43.7% | -6.7% |
| YTD | +52.0% | +17.5% | +34.4% | +49.8% |
| 1Y | +22.1% | -6.1% | +28.2% | +24.0% |
| 3Y | -22.8% | +16.7% | -39.4% | -25.5% |
| All | -22.8% | +18.9% | -41.7% | -25.5% |
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