+681.4%
NFLX vs VEEV
+556.2%
+125.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -1.1% | -4.6% | +3.5% | +0.8% |
| 30D | +4.3% | +8.6% | -4.4% | +0.1% |
| 3M | -4.8% | +62.4% | -67.2% | -23.0% |
| 6M | -18.4% | +40.3% | -58.7% | -30.9% |
| YTD | -17.4% | +17.5% | -35.0% | -25.0% |
| 1Y | -35.7% | -6.1% | -29.6% | -36.1% |
| 3Y | +73.8% | +16.7% | +57.1% | +47.2% |
| 5Y | +29.3% | -13.3% | +42.6% | +21.9% |
| All | +681.4% | +556.2% | +125.3% | +199.6% |
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 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