-1.6%
PFE vs VEEV
+18.9%
-20.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.0% |
| 7D | -2.7% | -5.2% | +2.5% | -2.2% |
| 30D | +3.8% | +14.9% | -11.1% | +2.3% |
| 3M | +10.4% | +58.4% | -48.0% | +5.3% |
| 6M | +6.3% | +35.5% | -29.2% | +2.8% |
| YTD | +17.4% | +18.6% | -1.3% | +15.2% |
| 1Y | +21.1% | -6.3% | +27.5% | +22.1% |
| 3Y | -1.6% | +20.2% | -21.8% | -5.8% |
| All | -1.6% | +18.9% | -20.5% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling