-25.1%
MARA vs VEEV
+2.5%
-27.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.5% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +0.6% | +28.8% | -28.2% | +1.8% |
| 3M | -18.5% | +54.0% | -72.5% | -18.4% |
| 6M | +21.7% | +46.0% | -24.2% | +24.9% |
| YTD | +25.9% | +23.2% | +2.7% | +32.4% |
| 1Y | -25.1% | +1.9% | -27.0% | -9.2% |
| All | -25.1% | +2.5% | -27.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling