+361.0%
ORLY vs VEEV
+556.2%
-195.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -4.6% | +2.3% | -1.7% |
| 30D | -6.8% | +8.6% | -15.4% | -8.1% |
| 3M | -4.8% | +62.4% | -67.2% | -11.3% |
| 6M | -9.1% | +40.3% | -49.3% | -13.9% |
| YTD | -5.9% | +17.5% | -23.5% | -8.9% |
| 1Y | -20.4% | -6.1% | -14.3% | -20.5% |
| 3Y | +36.6% | +16.7% | +19.9% | +29.9% |
| 5Y | +117.3% | -13.3% | +130.7% | +112.5% |
| All | +361.0% | +556.2% | -195.1% | +230.7% |
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