+1,104.5%
META vs VEEV
+699.3%
+405.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -0.8% | -2.9% | +2.2% | +0.2% |
| 30D | -15.4% | +7.5% | -22.9% | -17.5% |
| 3M | +3.5% | +39.5% | -35.9% | -8.2% |
| 6M | -0.3% | +81.5% | -81.8% | -19.6% |
| YTD | -7.3% | +36.1% | -43.4% | -18.5% |
| 1Y | -1.1% | +4.3% | -5.4% | -5.1% |
| 3Y | +95.1% | +54.8% | +40.2% | +57.6% |
| 5Y | +80.6% | -4.7% | +85.3% | +66.6% |
| 10Y | +410.1% | +709.1% | -298.9% | +164.2% |
| All | +1,104.5% | +699.3% | +405.2% | +479.4% |
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 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