+179.0%
MMM vs VEEV
+704.1%
-525.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +7.0% | +0.8% | +6.2% | +6.9% |
| 30D | +18.4% | +3.2% | +15.2% | +17.9% |
| 3M | +4.5% | +30.2% | -25.7% | +0.7% |
| 6M | +33.4% | +83.7% | -50.3% | +22.4% |
| YTD | +20.0% | +36.9% | -16.9% | +14.1% |
| 1Y | +15.0% | +3.3% | +11.7% | +13.6% |
| 3Y | +165.0% | +85.1% | +79.9% | +139.0% |
| 5Y | +47.9% | -2.6% | +50.5% | +41.8% |
| 10Y | +79.6% | +676.7% | -597.1% | +31.8% |
| All | +179.0% | +704.1% | -525.1% | +98.1% |
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