+1,024.0%
PH vs VEEV
+623.9%
+400.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -3.2% | +28.8% | -32.1% | -8.1% |
| 3M | +10.6% | +54.0% | -43.4% | +1.0% |
| 6M | -2.1% | +46.0% | -48.1% | -10.3% |
| YTD | +10.2% | +23.2% | -13.0% | +4.2% |
| 1Y | +28.2% | +1.9% | +26.4% | +25.8% |
| 3Y | +134.9% | +27.0% | +107.9% | +115.9% |
| 5Y | +253.6% | -13.4% | +267.0% | +240.9% |
| 10Y | +804.7% | +575.2% | +229.5% | +476.5% |
| All | +1,024.0% | +623.9% | +400.1% | +582.3% |
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