+385.5%
PBR vs VEEV
+586.3%
-200.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +0.3% | -7.1% | +7.4% | +1.4% |
| 30D | +17.5% | +11.1% | +6.4% | +15.3% |
| 3M | +20.9% | +55.5% | -34.6% | +12.0% |
| 6M | +20.2% | +33.4% | -13.1% | +13.8% |
| YTD | +84.3% | +16.8% | +67.4% | +77.6% |
| 1Y | +77.1% | -7.7% | +84.8% | +77.3% |
| 3Y | +100.8% | +18.4% | +82.4% | +88.1% |
| 5Y | +556.1% | -14.8% | +570.9% | +537.8% |
| 10Y | +676.1% | +546.5% | +129.5% | +374.5% |
| All | +385.5% | +586.3% | -200.8% | +166.2% |
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