+584.1%
MA vs VEEV
+659.1%
-75.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +7.9% | +0.3% | +7.6% | +7.7% |
| 3M | +16.8% | +25.2% | -8.5% | +8.9% |
| 6M | +31.0% | +89.7% | -58.7% | +7.7% |
| YTD | +15.0% | +35.5% | -20.4% | +3.5% |
| 1Y | +17.0% | +1.8% | +15.2% | +14.1% |
| 3Y | +68.5% | +83.2% | -14.7% | +32.8% |
| 5Y | +85.0% | -4.8% | +89.8% | +73.3% |
| All | +584.1% | +659.1% | -75.0% | +237.6% |
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