+4,407.5%
MU vs VEEV
+656.9%
+3,750.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | -0.7% | +13.5% | +13.1% |
| 30D | -14.9% | +1.4% | -16.3% | -15.3% |
| 3M | -18.0% | +19.4% | -37.4% | -23.8% |
| 6M | -3.1% | +93.6% | -96.7% | -26.7% |
| YTD | +172.9% | +35.1% | +137.8% | +134.7% |
| 1Y | +228.8% | +3.4% | +225.5% | +215.2% |
| 3Y | +950.8% | +81.4% | +869.5% | +665.5% |
| 5Y | +931.3% | -5.1% | +936.3% | +849.8% |
| All | +4,407.5% | +656.9% | +3,750.7% | +1,420.3% |
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 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