+153.1%
MAR vs VEEV
-14.9%
+167.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -8.2% | +6.1% | -0.4% |
| 30D | -5.7% | +10.3% | -16.0% | -7.9% |
| 3M | -14.6% | +59.4% | -74.0% | -23.4% |
| 6M | +1.3% | +37.6% | -36.2% | -6.4% |
| YTD | +6.7% | +16.9% | -10.2% | +2.2% |
| 1Y | +26.4% | -5.0% | +31.4% | +26.8% |
| 3Y | +64.7% | +18.5% | +46.3% | +52.5% |
| 5Y | +153.1% | -13.8% | +166.9% | +127.4% |
| All | +153.1% | -14.9% | +167.9% | +127.4% |
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