+1,663.0%
MSFT vs VEEV
+623.9%
+1,039.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +2.7% | +28.8% | -26.1% | -5.0% |
| 3M | +17.0% | +54.0% | -37.1% | +2.5% |
| 6M | +23.8% | +46.0% | -22.1% | +9.8% |
| YTD | +4.0% | +23.2% | -19.3% | -3.4% |
| 1Y | -0.8% | +1.9% | -2.7% | -3.3% |
| 3Y | +55.6% | +27.0% | +28.6% | +38.3% |
| 5Y | +72.9% | -13.4% | +86.3% | +65.7% |
| 10Y | +875.8% | +575.2% | +300.6% | +505.6% |
| All | +1,663.0% | +623.9% | +1,039.1% | +941.1% |
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