+771.0%
MAR vs VEEV
+596.9%
+174.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.7% |
| 7D | -1.7% | -5.2% | +3.4% | -0.9% |
| 30D | -6.9% | +14.9% | -21.8% | -9.4% |
| 3M | -15.8% | +58.4% | -74.2% | -22.8% |
| 6M | +1.9% | +35.5% | -33.5% | -4.3% |
| YTD | +6.6% | +18.6% | -12.0% | +2.3% |
| 1Y | +23.7% | -6.3% | +30.0% | +23.4% |
| 3Y | +64.6% | +20.2% | +44.4% | +54.6% |
| 5Y | +156.4% | -13.8% | +170.2% | +146.8% |
| 10Y | +415.4% | +542.0% | -126.7% | +235.0% |
| All | +771.0% | +596.9% | +174.0% | +430.6% |
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