+870.5%
ORLY vs VEEV
+586.8%
+283.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.1% | -8.2% | +6.1% | -1.1% |
| 30D | -7.6% | +10.3% | -17.9% | -8.9% |
| 3M | -5.5% | +59.4% | -64.8% | -11.1% |
| 6M | -9.7% | +37.6% | -47.3% | -13.8% |
| YTD | -6.2% | +16.9% | -23.2% | -8.8% |
| 1Y | -18.6% | -5.0% | -13.7% | -18.9% |
| 3Y | +33.8% | +18.5% | +15.4% | +27.8% |
| 5Y | +116.5% | -13.8% | +130.3% | +111.4% |
| 10Y | +361.0% | +547.0% | -185.9% | +254.0% |
| All | +870.5% | +586.8% | +283.7% | +611.8% |
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 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