+202.9%
PWR vs VEEV
+18.3%
+184.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.2% | -8.2% | +8.0% | +0.1% |
| 30D | -7.7% | +10.3% | -18.0% | -8.2% |
| 3M | -4.9% | +59.4% | -64.3% | -8.3% |
| 6M | +9.7% | +37.6% | -27.8% | +8.1% |
| YTD | +46.7% | +16.9% | +29.8% | +48.8% |
| 1Y | +58.7% | -5.0% | +63.7% | +68.2% |
| All | +202.9% | +18.3% | +184.6% | +203.5% |
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