+258.3%
MET vs VEEV
+693.5%
-435.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | +3.5% | +1.4% | +2.1% | +3.3% |
| 3M | +5.9% | +19.4% | -13.4% | +2.5% |
| 6M | +33.1% | +93.6% | -60.6% | +18.3% |
| YTD | +33.6% | +35.1% | -1.5% | +25.5% |
| 1Y | +32.7% | +3.4% | +29.3% | +30.3% |
| 3Y | +85.0% | +81.4% | +3.7% | +63.0% |
| 5Y | +85.6% | -5.1% | +90.7% | +77.5% |
| 10Y | +198.8% | +661.2% | -462.4% | +87.9% |
| All | +258.3% | +693.5% | -435.2% | +112.8% |
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