+569.6%
MA vs VEEV
+676.3%
-106.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | +11.0% | +3.0% | +8.0% | +10.0% |
| 3M | +17.9% | +28.8% | -11.0% | +9.0% |
| 6M | +33.2% | +91.3% | -58.1% | +9.2% |
| YTD | +16.5% | +36.5% | -20.0% | +4.5% |
| 1Y | +19.1% | +1.9% | +17.2% | +16.1% |
| 3Y | +70.6% | +84.6% | -14.1% | +34.1% |
| 5Y | +92.1% | -2.6% | +94.7% | +78.7% |
| 10Y | +569.6% | +669.4% | -99.8% | +230.8% |
| All | +569.6% | +676.3% | -106.7% | +230.8% |
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