+553.7%
MS vs VEEV
+664.3%
-110.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -0.7% | +3.2% | -3.9% | -1.4% |
| 3M | -12.4% | +30.2% | -42.6% | -17.6% |
| 6M | -1.7% | +83.7% | -85.4% | -15.1% |
| YTD | +8.0% | +36.9% | -28.8% | -0.7% |
| 1Y | +16.2% | +3.3% | +12.9% | +13.8% |
| 3Y | +171.3% | +85.1% | +86.2% | +127.0% |
| 5Y | +124.8% | -2.6% | +127.4% | +110.8% |
| 10Y | +553.7% | +676.7% | -123.0% | +253.6% |
| All | +553.7% | +664.3% | -110.6% | +253.6% |
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