+1,086.7%
NDAQ vs VEEV
+693.5%
+393.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +18.0% | +1.4% | +16.5% | +17.6% |
| 3M | +11.5% | +19.4% | -7.8% | +7.2% |
| 6M | +21.1% | +93.6% | -72.5% | +5.4% |
| YTD | +12.8% | +35.1% | -22.3% | +5.0% |
| 1Y | +25.7% | +3.4% | +22.3% | +22.9% |
| 3Y | +116.8% | +81.4% | +35.4% | +87.2% |
| 5Y | +67.3% | -5.1% | +72.3% | +58.1% |
| 10Y | +473.3% | +661.2% | -187.9% | +316.2% |
| All | +1,086.7% | +693.5% | +393.2% | +729.6% |
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