+556.2%
MS vs VEEV
+676.3%
-120.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | +0.9% | +3.0% | -2.1% | +0.2% |
| 3M | -10.8% | +28.8% | -39.7% | -16.0% |
| 6M | +0.9% | +91.3% | -90.4% | -13.6% |
| YTD | +9.8% | +36.5% | -26.7% | +0.9% |
| 1Y | +17.1% | +1.9% | +15.2% | +15.0% |
| 3Y | +175.7% | +84.6% | +91.1% | +130.8% |
| 5Y | +125.9% | -2.6% | +128.5% | +111.8% |
| 10Y | +556.2% | +669.4% | -113.2% | +254.8% |
| All | +556.2% | +676.3% | -120.1% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling