+21.0%
PFE vs VEEV
+80.8%
-59.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +0.3% | +1.4% | -1.1% | +0.2% |
| 3M | +9.4% | +19.4% | -10.0% | +7.4% |
| 6M | +14.9% | +93.6% | -78.7% | +7.4% |
| YTD | +23.8% | +35.1% | -11.3% | +20.0% |
| 1Y | +19.5% | +3.4% | +16.2% | +19.6% |
| 3Y | +21.0% | +81.4% | -60.3% | +18.9% |
| All | +21.0% | +80.8% | -59.8% | +18.9% |
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