+784.8%
MS vs VEEV
+699.3%
+85.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | -1.6% | -2.9% | +1.4% | -1.0% |
| 30D | -3.8% | +7.5% | -11.3% | -5.3% |
| 3M | -14.6% | +39.5% | -54.1% | -20.7% |
| 6M | -5.1% | +81.5% | -86.6% | -17.2% |
| YTD | +4.5% | +36.1% | -31.5% | -3.5% |
| 1Y | +13.5% | +4.3% | +9.2% | +10.8% |
| 3Y | +160.4% | +54.8% | +105.6% | +128.6% |
| 5Y | +112.9% | -4.7% | +117.6% | +100.8% |
| 10Y | +633.4% | +709.1% | -75.7% | +321.0% |
| All | +784.8% | +699.3% | +85.5% | +370.7% |
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