+173.6%
O vs VEEV
+695.8%
-522.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | +8.3% | +0.3% | +8.0% | +8.2% |
| 3M | -4.0% | +25.2% | -29.2% | -6.1% |
| 6M | -2.6% | +89.7% | -92.3% | -8.6% |
| YTD | +9.9% | +35.5% | -25.6% | +6.1% |
| 1Y | +9.8% | +1.8% | +8.0% | +9.1% |
| 3Y | +39.7% | +83.2% | -43.5% | +29.3% |
| 5Y | +9.2% | -4.8% | +14.0% | +5.7% |
| 10Y | +81.5% | +663.5% | -582.0% | +53.7% |
| All | +173.6% | +695.8% | -522.3% | +130.5% |
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 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