+1,381.0%
NET vs VEEV
+118.4%
+1,262.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.4% |
| 7D | -16.4% | -2.3% | -14.1% | -15.0% |
| 30D | -25.8% | +9.6% | -35.4% | -31.1% |
| 3M | -11.5% | +46.6% | -58.2% | -35.2% |
| 6M | +18.9% | +82.5% | -63.6% | -27.4% |
| YTD | +35.2% | +39.2% | -3.9% | +0.6% |
| 1Y | +14.5% | +5.8% | +8.6% | +5.2% |
| 3Y | +313.8% | +59.6% | +254.2% | +143.3% |
| 5Y | +32.6% | -2.9% | +35.5% | +18.5% |
| All | +1,381.0% | +118.4% | +1,262.6% | +680.5% |
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