+91.4%
ORCL vs VEEV
-13.1%
+104.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.3% | +3.9% |
| 7D | +5.3% | -0.6% | +5.8% | +5.4% |
| 30D | +10.0% | +28.8% | -18.9% | +2.5% |
| 3M | -32.6% | +54.0% | -86.6% | -40.5% |
| 6M | +4.9% | +46.0% | -41.0% | -6.3% |
| YTD | -17.8% | +23.2% | -41.0% | -23.6% |
| 1Y | -28.0% | +1.9% | -29.8% | -30.4% |
| 3Y | +36.0% | +27.0% | +9.0% | +22.4% |
| All | +91.4% | -13.1% | +104.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling