+80.5%
PFE vs VEEV
+695.8%
-615.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.1% | -2.5% | +0.4% | -1.9% |
| 30D | +3.1% | +0.3% | +2.8% | +3.1% |
| 3M | +11.2% | +25.2% | -14.0% | +8.6% |
| 6M | +15.0% | +89.7% | -74.7% | +7.8% |
| YTD | +23.5% | +35.5% | -11.9% | +19.2% |
| 1Y | +18.9% | +1.8% | +17.1% | +17.9% |
| 3Y | +18.7% | +83.2% | -64.5% | +10.3% |
| 5Y | -24.0% | -4.8% | -19.2% | -26.0% |
| 10Y | +47.5% | +663.5% | -616.0% | +12.6% |
| All | +80.5% | +695.8% | -615.3% | +34.4% |
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