+332.3%
ORCL vs VEEV
+704.1%
-371.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | -16.6% | +3.2% | -19.7% | -17.1% |
| 3M | -21.6% | +30.2% | -51.8% | -26.2% |
| 6M | -39.4% | +83.7% | -123.0% | -47.2% |
| YTD | -38.7% | +36.9% | -75.5% | -43.3% |
| 1Y | -50.4% | +3.3% | -53.7% | -51.5% |
| 3Y | +8.1% | +85.1% | -77.0% | -7.5% |
| 5Y | +34.5% | -2.6% | +37.2% | +26.6% |
| 10Y | +246.0% | +676.7% | -430.7% | +125.0% |
| All | +332.3% | +704.1% | -371.8% | +166.4% |
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