+872.1%
MSFT vs VEEV
+552.6%
+319.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.5% | -8.2% | +4.8% | -0.6% |
| 30D | -2.1% | +10.3% | -12.4% | -6.0% |
| 3M | +24.2% | +59.4% | -35.2% | +4.2% |
| 6M | +21.9% | +37.6% | -15.7% | +7.2% |
| YTD | +2.5% | +16.9% | -14.4% | -4.8% |
| 1Y | -0.8% | -5.0% | +4.2% | -1.4% |
| 3Y | +50.8% | +18.5% | +32.3% | +32.9% |
| 5Y | +73.5% | -13.8% | +87.3% | +66.0% |
| All | +872.1% | +552.6% | +319.5% | +386.9% |
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