+1,801.8%
MSCI vs VEEV
+704.1%
+1,097.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +16.2% | +3.2% | +13.1% | +15.0% |
| 3M | +17.1% | +30.2% | -13.1% | +7.1% |
| 6M | +13.0% | +83.7% | -70.7% | -7.7% |
| YTD | +15.8% | +36.9% | -21.1% | +3.0% |
| 1Y | +15.5% | +3.3% | +12.2% | +11.9% |
| 3Y | +32.3% | +85.1% | -52.8% | +2.8% |
| 5Y | +8.2% | -2.6% | +10.8% | -0.4% |
| 10Y | +800.7% | +676.7% | +124.0% | +420.5% |
| All | +1,801.8% | +704.1% | +1,097.7% | +949.7% |
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