+1,564.4%
NFLX vs VEEV
+596.9%
+967.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -0.6% |
| 7D | -5.0% | -5.2% | +0.2% | -3.2% |
| 30D | +3.5% | +14.9% | -11.4% | -2.1% |
| 3M | -7.1% | +58.4% | -65.5% | -22.1% |
| 6M | -22.5% | +35.5% | -57.9% | -32.0% |
| YTD | -18.1% | +18.6% | -36.8% | -25.0% |
| 1Y | -38.3% | -6.3% | -32.0% | -38.7% |
| 3Y | +73.4% | +20.2% | +53.2% | +49.1% |
| 5Y | +26.7% | -13.8% | +40.5% | +20.4% |
| 10Y | +670.3% | +542.0% | +128.3% | +280.8% |
| All | +1,564.4% | +596.9% | +967.4% | +653.9% |
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