+1,748.3%
MSFT vs VEEV
+693.5%
+1,054.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | -1.8% | +1.4% | -3.2% | -2.3% |
| 3M | +5.6% | +19.4% | -13.7% | -0.1% |
| 6M | +29.8% | +93.6% | -63.8% | +6.4% |
| YTD | +9.0% | +35.1% | -26.1% | -1.5% |
| 1Y | +4.9% | +3.4% | +1.6% | +2.0% |
| 3Y | +46.2% | +81.4% | -35.2% | +17.6% |
| 5Y | +62.1% | -5.1% | +67.2% | +51.3% |
| 10Y | +899.6% | +661.2% | +238.4% | +501.7% |
| All | +1,748.3% | +693.5% | +1,054.8% | +962.0% |
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