+89.6%
MA vs VEEV
-3.6%
+93.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +11.8% | +3.2% | +8.6% | +11.0% |
| 3M | +17.2% | +30.2% | -13.0% | +10.1% |
| 6M | +33.4% | +83.7% | -50.3% | +15.5% |
| YTD | +16.1% | +36.9% | -20.7% | +6.9% |
| 1Y | +19.9% | +3.3% | +16.6% | +17.3% |
| 3Y | +70.1% | +85.1% | -15.0% | +40.3% |
| 5Y | +89.6% | -2.6% | +92.3% | +90.0% |
| All | +89.6% | -3.6% | +93.2% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling