+51.4%
PYPL vs VEEV
+884.9%
-833.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.2% | -1.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -4.9% | +28.8% | -33.7% | -16.6% |
| 3M | +28.9% | +54.0% | -25.1% | +3.2% |
| 6M | +18.2% | +46.0% | -27.7% | -3.8% |
| YTD | -5.0% | +23.2% | -28.3% | -16.1% |
| 1Y | -18.8% | +1.9% | -20.7% | -21.9% |
| 3Y | -12.6% | +27.0% | -39.6% | -28.6% |
| 5Y | -80.8% | -13.4% | -67.4% | -81.6% |
| 10Y | +49.9% | +575.2% | -525.3% | -36.8% |
| All | +51.4% | +884.9% | -833.5% | -46.5% |
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 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