+973.9%
MKSI vs VEEV
+590.5%
+383.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | +2.7% | -4.6% | +7.3% | +4.3% |
| 30D | -12.8% | +8.6% | -21.4% | -16.1% |
| 3M | -22.5% | +62.4% | -84.9% | -37.0% |
| 6M | +19.4% | +40.3% | -20.9% | +0.9% |
| YTD | +67.7% | +17.5% | +50.2% | +50.7% |
| 1Y | +131.4% | -6.1% | +137.5% | +126.3% |
| 3Y | +197.3% | +16.7% | +180.7% | +160.9% |
| 5Y | +87.0% | -13.3% | +100.3% | +77.1% |
| 10Y | +522.1% | +550.5% | -28.4% | +216.1% |
| All | +973.9% | +590.5% | +383.3% | +407.5% |
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