+433.8%
MAR vs VEEV
+556.2%
-122.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.5% | -4.6% | +4.1% | +0.3% |
| 30D | -5.4% | +8.6% | -14.1% | -7.1% |
| 3M | -15.5% | +62.4% | -77.9% | -23.2% |
| 6M | +3.0% | +40.3% | -37.3% | -4.3% |
| YTD | +8.5% | +17.5% | -9.0% | +4.1% |
| 1Y | +26.0% | -6.1% | +32.1% | +25.8% |
| 3Y | +68.6% | +16.7% | +51.9% | +58.6% |
| 5Y | +157.4% | -13.3% | +170.7% | +145.5% |
| All | +433.8% | +556.2% | -122.3% | +209.5% |
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 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