+800.3%
MA vs VEEV
+623.9%
+176.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +1.5% | +28.8% | -27.3% | -5.0% |
| 3M | +20.4% | +54.0% | -33.6% | +7.7% |
| 6M | +11.1% | +46.0% | -34.8% | +0.1% |
| YTD | +2.0% | +23.2% | -21.3% | -4.5% |
| 1Y | -2.2% | +1.9% | -4.0% | -4.5% |
| 3Y | +41.9% | +27.0% | +14.9% | +27.8% |
| 5Y | +75.4% | -13.4% | +88.7% | +68.4% |
| 10Y | +527.5% | +575.2% | -47.7% | +285.9% |
| All | +800.3% | +623.9% | +176.4% | +421.1% |
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