+469.4%
PWR vs VEEV
-13.7%
+483.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.1% |
| 7D | +4.2% | -4.6% | +8.8% | +4.9% |
| 30D | -4.0% | +8.6% | -12.7% | -5.6% |
| 3M | -4.8% | +62.4% | -67.2% | -13.3% |
| 6M | +14.6% | +40.3% | -25.6% | +6.9% |
| YTD | +54.2% | +17.5% | +36.7% | +49.3% |
| 1Y | +67.1% | -6.1% | +73.2% | +70.9% |
| 3Y | +218.5% | +16.7% | +201.8% | +199.1% |
| All | +469.4% | -13.7% | +483.2% | +476.0% |
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