+812.4%
MS vs VEEV
+706.3%
+106.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -0.9% | +3.5% | -4.4% | -1.7% |
| 3M | -13.0% | +32.9% | -45.9% | -18.4% |
| 6M | -2.0% | +84.2% | -86.2% | -14.8% |
| YTD | +7.8% | +37.3% | -29.5% | -0.7% |
| 1Y | +17.9% | +3.9% | +13.9% | +15.1% |
| 3Y | +174.8% | +83.9% | +90.9% | +132.9% |
| 5Y | +119.9% | -4.3% | +124.1% | +107.2% |
| 10Y | +578.8% | +669.1% | -90.2% | +293.0% |
| All | +812.4% | +706.3% | +106.0% | +384.5% |
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