+39.0%
PYPL vs VEEV
+552.6%
-513.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.9% | -8.2% | +2.3% | -1.9% |
| 30D | -9.4% | +10.3% | -19.7% | -14.4% |
| 3M | +31.3% | +59.4% | -28.1% | +2.7% |
| 6M | +19.1% | +37.6% | -18.5% | -0.8% |
| YTD | -7.9% | +16.9% | -24.8% | -16.8% |
| 1Y | -17.9% | -5.0% | -12.9% | -18.3% |
| 3Y | -11.6% | +18.5% | -30.1% | -25.7% |
| 5Y | -81.0% | -13.8% | -67.2% | -81.8% |
| All | +39.0% | +552.6% | -513.6% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling