-67.9%
MARA vs VEEV
+596.9%
-664.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +6.4% |
| 7D | +15.6% | -5.2% | +20.8% | +18.6% |
| 30D | +17.2% | +14.9% | +2.3% | +8.8% |
| 3M | -14.2% | +58.4% | -72.5% | -33.8% |
| 6M | +47.7% | +35.5% | +12.2% | +21.1% |
| YTD | +31.7% | +18.6% | +13.1% | +14.8% |
| 1Y | -22.2% | -6.3% | -15.8% | -23.6% |
| 3Y | +8.4% | +20.2% | -11.8% | -9.1% |
| 5Y | -68.3% | -13.8% | -54.5% | -68.4% |
| 10Y | -74.9% | +542.0% | -616.9% | -82.0% |
| All | -67.9% | +596.9% | -664.8% | -77.9% |
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