+51.2%
MMM vs VEEV
+552.6%
-501.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.2% | -8.2% | +5.0% | -2.0% |
| 30D | -10.7% | +10.3% | -21.0% | -12.2% |
| 3M | +4.3% | +59.4% | -55.1% | -3.4% |
| 6M | +5.9% | +37.6% | -31.7% | 0.0% |
| YTD | +3.2% | +16.9% | -13.8% | -0.2% |
| 1Y | +8.0% | -5.0% | +13.0% | +7.9% |
| 3Y | +99.1% | +18.5% | +80.6% | +88.6% |
| 5Y | +25.7% | -13.8% | +39.6% | +22.3% |
| All | +51.2% | +552.6% | -501.4% | +1.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling