+176.8%
MS vs VEEV
+80.8%
+96.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +5.7% | +1.4% | +4.3% | +5.4% |
| 3M | -12.2% | +19.4% | -31.5% | -14.5% |
| 6M | -0.5% | +93.6% | -94.1% | -11.2% |
| YTD | +9.8% | +35.1% | -25.3% | +5.0% |
| 1Y | +17.7% | +3.4% | +14.4% | +18.9% |
| 3Y | +176.8% | +81.4% | +95.5% | +129.0% |
| All | +176.8% | +80.8% | +96.0% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling