+275.4%
ORCL vs VEEV
+659.1%
-383.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +10.4% | -2.5% | +12.9% | +11.1% |
| 30D | -11.2% | +0.3% | -11.5% | -11.3% |
| 3M | -16.8% | +25.2% | -42.0% | -21.8% |
| 6M | -31.5% | +89.7% | -121.2% | -42.5% |
| YTD | -33.9% | +35.5% | -69.4% | -39.8% |
| 1Y | -43.3% | +1.8% | -45.1% | -44.7% |
| 3Y | +16.5% | +83.2% | -66.7% | -3.5% |
| 5Y | +45.4% | -4.8% | +50.2% | +36.5% |
| All | +275.4% | +659.1% | -383.6% | +102.9% |
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 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