+1,116.6%
META vs VEEV
+623.9%
+492.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.1% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +4.8% | +28.8% | -24.1% | -4.4% |
| 3M | -1.6% | +54.0% | -55.7% | -15.6% |
| 6M | -7.5% | +46.0% | -53.4% | -20.1% |
| YTD | -6.4% | +23.2% | -29.6% | -14.8% |
| 1Y | -17.3% | +1.9% | -19.2% | -20.1% |
| 3Y | +109.9% | +27.0% | +82.9% | +81.8% |
| 5Y | +65.4% | -13.4% | +78.8% | +57.7% |
| 10Y | +391.8% | +575.2% | -183.4% | +168.3% |
| All | +1,116.6% | +623.9% | +492.7% | +506.1% |
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