+1,745.2%
MSFT vs VEEV
+695.8%
+1,049.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -3.8% | +0.3% | -4.0% | -3.9% |
| 3M | +6.4% | +25.2% | -18.8% | -0.8% |
| 6M | +28.8% | +89.7% | -60.9% | +6.1% |
| YTD | +8.8% | +35.5% | -26.6% | -1.8% |
| 1Y | +3.2% | +1.8% | +1.3% | +0.7% |
| 3Y | +44.8% | +83.2% | -38.4% | +16.1% |
| 5Y | +61.8% | -4.8% | +66.6% | +50.9% |
| 10Y | +897.9% | +663.5% | +234.4% | +500.2% |
| All | +1,745.2% | +695.8% | +1,049.3% | +959.3% |
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