+411.1%
PWR vs VEEV
-4.9%
+416.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +11.3% | -0.7% | +12.0% | +11.4% |
| 30D | -8.9% | +1.4% | -10.3% | -9.2% |
| 3M | -10.5% | +19.4% | -29.9% | -13.3% |
| 6M | -22.2% | +93.6% | -115.8% | -31.6% |
| YTD | +42.7% | +35.1% | +7.7% | +35.1% |
| 1Y | +41.1% | +3.4% | +37.7% | +42.7% |
| 3Y | +242.7% | +81.4% | +161.4% | +190.6% |
| All | +411.1% | -4.9% | +416.0% | +418.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling