+794.2%
MS vs VEEV
+547.1%
+247.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.1% |
| 7D | +2.5% | -5.2% | +7.6% | +3.6% |
| 30D | 0.0% | +14.9% | -15.0% | -3.4% |
| 3M | +2.4% | +58.4% | -55.9% | -8.4% |
| 6M | +36.4% | +35.5% | +0.9% | +25.7% |
| YTD | +23.8% | +18.6% | +5.2% | +17.4% |
| 1Y | +48.6% | -6.3% | +55.0% | +48.5% |
| 3Y | +179.1% | +20.2% | +158.9% | +157.1% |
| 5Y | +144.8% | -13.8% | +158.6% | +135.7% |
| 10Y | +794.2% | +542.0% | +252.1% | +362.3% |
| All | +794.2% | +547.1% | +247.1% | +362.3% |
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