+1,247.4%
NFLX vs VEEV
+693.5%
+553.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -11.9% | +1.4% | -13.3% | -12.4% |
| 3M | -20.6% | +19.4% | -39.9% | -26.0% |
| 6M | -29.0% | +93.6% | -122.6% | -44.9% |
| YTD | -33.7% | +35.1% | -68.8% | -42.1% |
| 1Y | -46.2% | +3.4% | -49.5% | -48.3% |
| 3Y | +39.8% | +81.4% | -41.6% | +3.1% |
| 5Y | -9.0% | -5.1% | -3.9% | -16.4% |
| 10Y | +441.5% | +661.2% | -219.8% | +152.8% |
| All | +1,247.4% | +693.5% | +553.9% | +481.8% |
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